+43.4%
XLK vs TNA
+70.0%
-26.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +0.9% | -0.1% | +0.9% | +0.8% |
| 30D | +0.7% | -4.9% | +5.6% | +2.3% |
| 3M | -2.9% | +0.4% | -3.3% | -3.2% |
| 6M | +34.3% | +32.5% | +1.7% | +22.3% |
| YTD | +30.4% | +53.7% | -23.3% | +14.3% |
| 1Y | +43.4% | +65.1% | -21.7% | +24.1% |
| All | +43.4% | +70.0% | -26.6% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling