+788.5%
XLK vs TDY
+479.2%
+309.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.7% |
| 7D | +0.2% | -1.1% | +1.3% | +0.8% |
| 30D | -0.6% | -12.0% | +11.4% | +5.8% |
| 3M | +2.6% | -3.2% | +5.8% | +4.2% |
| 6M | +34.0% | -7.9% | +41.8% | +39.2% |
| YTD | +30.7% | +18.2% | +12.5% | +19.5% |
| 1Y | +39.2% | +6.7% | +32.5% | +33.5% |
| 3Y | +120.4% | +47.5% | +72.9% | +78.0% |
| 5Y | +148.8% | +39.5% | +109.3% | +105.1% |
| All | +788.5% | +479.2% | +309.2% | +344.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling