+736.5%
XLK vs TMF
-81.8%
+818.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.6% |
| 7D | +7.0% | -8.2% | +15.2% | +6.5% |
| 30D | -11.5% | +5.3% | -16.8% | -11.2% |
| 3M | -7.9% | -8.5% | +0.6% | -8.3% |
| 6M | -0.6% | -17.2% | +16.6% | -1.6% |
| YTD | +21.1% | -23.4% | +44.5% | +19.4% |
| 1Y | +18.8% | -30.2% | +49.1% | +16.5% |
| 3Y | +97.3% | -32.9% | +130.2% | +94.9% |
| 5Y | +115.5% | -88.5% | +204.1% | +74.1% |
| All | +736.5% | -81.8% | +818.3% | +654.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling