+2,422.1%
XLK vs TMF
-72.0%
+2,494.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.2% |
| 7D | +3.4% | -9.3% | +12.6% | +2.3% |
| 30D | -10.6% | +1.9% | -12.5% | -10.3% |
| 3M | -10.6% | -11.2% | +0.6% | -11.6% |
| 6M | -3.5% | -17.7% | +14.2% | -5.3% |
| YTD | +18.7% | -24.5% | +43.2% | +15.5% |
| 1Y | +19.4% | -29.4% | +48.9% | +15.4% |
| 3Y | +94.5% | -33.4% | +127.9% | +89.9% |
| 5Y | +111.2% | -88.7% | +199.9% | +64.3% |
| 10Y | +707.2% | -82.5% | +789.6% | +625.4% |
| All | +2,422.1% | -72.0% | +2,494.2% | +2,818.2% |
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