+314.4%
XLK vs TE
-53.2%
+367.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.3% | -0.8% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | -0.5% | -16.3% | +15.8% | +0.9% |
| 3M | +5.0% | -40.8% | +45.7% | +8.8% |
| 6M | +32.9% | -42.6% | +75.5% | +35.8% |
| YTD | +29.0% | -31.4% | +60.4% | +28.6% |
| 1Y | +37.8% | +144.9% | -107.1% | +20.1% |
| 3Y | +118.7% | -26.0% | +144.7% | +100.5% |
| 5Y | +145.6% | -48.5% | +194.0% | +127.1% |
| All | +314.4% | -53.2% | +367.6% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling