+146.6%
XLK vs TMF
-88.0%
+234.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | +0.8% | -1.0% | +1.8% | +0.9% |
| 3M | +4.1% | -11.3% | +15.3% | +4.4% |
| 6M | +34.8% | -22.7% | +57.5% | +35.6% |
| YTD | +30.8% | -17.3% | +48.2% | +31.5% |
| 1Y | +42.4% | -22.5% | +64.8% | +43.2% |
| 3Y | +121.8% | -43.2% | +165.0% | +122.8% |
| 5Y | +146.6% | -88.3% | +234.9% | +136.1% |
| All | +146.6% | -88.0% | +234.6% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling