+145.6%
XLK vs TFC
+14.0%
+131.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.4% | -2.5% | +2.1% | +0.4% |
| 30D | -0.5% | -2.8% | +2.4% | +0.4% |
| 3M | +5.0% | +2.1% | +2.8% | +3.7% |
| 6M | +32.9% | +10.1% | +22.7% | +27.5% |
| YTD | +29.0% | +5.4% | +23.5% | +25.4% |
| 1Y | +37.8% | +16.3% | +21.5% | +29.0% |
| 3Y | +118.7% | +95.9% | +22.8% | +68.3% |
| 5Y | +145.6% | +16.0% | +129.6% | +132.2% |
| All | +145.6% | +14.0% | +131.6% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling