+3,358.9%
XLK vs TNA
+924.1%
+2,434.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +0.2% | -7.3% | +7.5% | +2.1% |
| 30D | -0.6% | -14.2% | +13.5% | +3.1% |
| 3M | +2.6% | -4.6% | +7.1% | +3.7% |
| 6M | +34.0% | +36.9% | -3.0% | +22.9% |
| YTD | +30.7% | +42.5% | -11.9% | +18.0% |
| 1Y | +39.2% | +45.8% | -6.6% | +23.9% |
| 3Y | +120.4% | +104.7% | +15.8% | +66.0% |
| 5Y | +148.8% | -21.7% | +170.5% | +117.9% |
| 10Y | +803.3% | +83.8% | +719.5% | +415.1% |
| All | +3,358.9% | +924.1% | +2,434.9% | +792.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling