+129.4%
XLK vs TLN
+583.6%
-454.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -0.2% |
| 7D | +0.9% | +7.1% | -6.2% | -0.8% |
| 30D | +0.7% | -3.9% | +4.6% | +1.4% |
| 3M | -2.9% | -16.2% | +13.2% | +0.5% |
| 6M | +34.3% | -5.8% | +40.1% | +34.4% |
| YTD | +30.4% | -15.4% | +45.8% | +32.7% |
| 1Y | +43.4% | -16.7% | +60.0% | +45.7% |
| 3Y | +116.8% | +473.8% | -356.9% | +45.3% |
| All | +129.4% | +583.6% | -454.2% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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