+148.7%
XLK vs TNA
-23.3%
+172.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +0.2% | -7.3% | +7.5% | +2.4% |
| 30D | -0.6% | -14.2% | +13.5% | +3.7% |
| 3M | +2.6% | -4.6% | +7.1% | +3.8% |
| 6M | +34.0% | +36.9% | -3.0% | +21.5% |
| YTD | +30.7% | +42.5% | -11.9% | +16.6% |
| 1Y | +39.2% | +45.8% | -6.6% | +22.1% |
| 3Y | +120.4% | +104.7% | +15.8% | +58.5% |
| All | +148.7% | -23.3% | +172.0% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling