+1,472.6%
XLK vs TER
+1,829.6%
-357.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -1.1% |
| 7D | +0.9% | +0.6% | +0.2% | +0.6% |
| 30D | +0.7% | -8.3% | +9.0% | +3.2% |
| 3M | -2.9% | -12.2% | +9.3% | -1.2% |
| 6M | +34.3% | +17.1% | +17.2% | +20.3% |
| YTD | +30.4% | +84.7% | -54.3% | -1.2% |
| 1Y | +43.4% | +199.9% | -156.6% | -9.8% |
| 3Y | +116.8% | +232.8% | -115.9% | +25.2% |
| 5Y | +144.0% | +198.6% | -54.5% | +41.9% |
| 10Y | +778.8% | +1,669.7% | -891.0% | +166.8% |
| All | +1,472.6% | +1,829.6% | -357.0% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling