+34.8%
XLK vs TE
-25.9%
+60.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | +2.3% | +15.0% | -12.7% | +0.5% |
| 30D | +0.8% | -7.5% | +8.4% | +1.4% |
| 3M | +4.1% | -42.0% | +46.0% | +8.9% |
| 6M | +34.8% | -31.4% | +66.2% | +36.0% |
| All | +34.8% | -25.9% | +60.7% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 6mo: compounded portfolio wealth divided by compounded TE 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…
6mo analysis · Full analysis span regression · 6 months rolling