+2,473.8%
XLK vs TMF
-71.6%
+2,545.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.8% |
| 7D | +7.0% | -8.2% | +15.2% | +6.1% |
| 30D | -11.5% | +5.3% | -16.8% | -10.9% |
| 3M | -7.9% | -8.5% | +0.6% | -8.6% |
| 6M | -0.6% | -17.2% | +16.6% | -2.4% |
| YTD | +21.1% | -23.4% | +44.5% | +18.0% |
| 1Y | +18.8% | -30.2% | +49.1% | +14.6% |
| 3Y | +97.3% | -32.9% | +130.2% | +92.8% |
| 5Y | +115.5% | -88.5% | +204.1% | +67.9% |
| 10Y | +723.7% | -82.2% | +805.9% | +641.3% |
| All | +2,473.8% | -71.6% | +2,545.5% | +2,882.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling