+2,670.7%
XLK vs TMF
-68.9%
+2,739.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +0.9% | -1.4% | +2.3% | +0.7% |
| 30D | +0.7% | -2.8% | +3.6% | +0.5% |
| 3M | -2.9% | -10.9% | +8.0% | -4.1% |
| 6M | +34.3% | -21.3% | +55.6% | +30.9% |
| YTD | +30.4% | -15.9% | +46.3% | +28.2% |
| 1Y | +43.4% | -15.7% | +59.1% | +41.1% |
| 3Y | +116.8% | -43.4% | +160.2% | +107.4% |
| 5Y | +144.0% | -87.8% | +231.8% | +91.3% |
| 10Y | +778.8% | -86.7% | +865.5% | +649.9% |
| All | +2,670.7% | -68.9% | +2,739.6% | +3,138.2% |
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