+131.2%
TLT vs XLK
+3,503.3%
-3,372.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.4% | +2.3% | -1.9% | +0.8% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | -1.7% | +2.1% | -3.9% | -1.3% |
| 6M | -4.9% | +37.2% | -42.1% | +0.3% |
| YTD | -2.8% | +30.8% | -33.6% | +1.8% |
| 1Y | -4.2% | +42.6% | -46.8% | +1.9% |
| 3Y | -1.1% | +121.8% | -122.9% | +14.6% |
| 5Y | -33.7% | +145.7% | -179.4% | -21.2% |
| 10Y | -20.7% | +782.1% | -802.8% | +32.4% |
| All | +131.2% | +3,503.3% | -3,372.1% | +463.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling