+1,477.5%
XLK vs TFC
+262.0%
+1,215.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | +2.3% | +2.2% | +0.1% | +1.5% |
| 30D | -0.1% | -2.5% | +2.4% | +0.7% |
| 3M | +2.1% | +4.5% | -2.4% | +0.1% |
| 6M | +37.2% | +11.0% | +26.2% | +31.4% |
| YTD | +30.8% | +5.9% | +24.9% | +27.1% |
| 1Y | +42.6% | +14.6% | +28.1% | +34.5% |
| 3Y | +121.8% | +96.7% | +25.1% | +70.0% |
| 5Y | +145.7% | +15.6% | +130.1% | +120.6% |
| 10Y | +782.1% | +98.6% | +683.5% | +504.2% |
| All | +1,477.5% | +262.0% | +1,215.5% | +639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling