+20.7%
XLK vs TFC
+20.8%
-0.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | -7.6% | +5.1% | -12.7% | -7.9% |
| 30D | -12.2% | +9.8% | -22.0% | -12.9% |
| 3M | -5.5% | -2.4% | -3.0% | -5.0% |
| 6M | +9.2% | +4.9% | +4.2% | +8.0% |
| YTD | +23.0% | +6.6% | +16.5% | +18.7% |
| 1Y | +20.7% | +21.3% | -0.6% | +9.2% |
| All | +20.7% | +20.8% | -0.1% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling