+145.6%
XLK vs TER
+214.0%
-68.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.2% |
| 7D | -0.4% | +9.4% | -9.8% | -3.5% |
| 30D | -0.5% | -2.4% | +2.0% | -0.1% |
| 3M | +5.0% | +6.5% | -1.6% | 0.0% |
| 6M | +32.9% | +23.2% | +9.7% | +16.5% |
| YTD | +29.0% | +91.5% | -62.5% | -5.8% |
| 1Y | +37.8% | +214.8% | -177.0% | -19.0% |
| 3Y | +118.7% | +275.3% | -156.7% | +10.3% |
| 5Y | +145.6% | +211.9% | -66.4% | +28.4% |
| All | +145.6% | +214.0% | -68.4% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling