+719.7%
XLK vs TER
+998.2%
-278.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | 0.0% |
| 7D | +3.4% | +14.4% | -11.0% | -1.9% |
| 30D | -10.6% | -30.6% | +20.0% | +1.2% |
| 3M | -10.6% | -39.2% | +28.6% | +4.8% |
| 6M | -3.5% | -31.3% | +27.8% | +4.8% |
| YTD | +18.7% | +29.1% | -10.4% | -3.9% |
| 1Y | +19.4% | +47.4% | -28.0% | -8.6% |
| 3Y | +94.5% | +191.2% | -96.8% | +2.2% |
| 5Y | +111.2% | +74.0% | +37.2% | +32.1% |
| All | +719.7% | +998.2% | -278.5% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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