+43.4%
XLK vs TDY
+11.8%
+31.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +0.9% | -1.8% | +2.7% | +1.6% |
| 30D | +0.7% | -10.7% | +11.4% | +5.7% |
| 3M | -2.9% | -1.3% | -1.6% | -2.1% |
| 6M | +34.3% | -10.6% | +44.8% | +38.0% |
| YTD | +30.4% | +19.6% | +10.8% | +25.3% |
| 1Y | +43.4% | +11.6% | +31.7% | +41.0% |
| All | +43.4% | +11.8% | +31.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling