+736.5%
XLK vs TPR
+365.1%
+371.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +7.0% | -1.1% | +8.2% | +7.3% |
| 30D | -11.5% | +15.1% | -26.6% | -14.9% |
| 3M | -7.9% | -13.4% | +5.5% | -5.5% |
| 6M | -0.6% | +1.4% | -1.9% | -2.6% |
| YTD | +21.1% | +4.8% | +16.4% | +16.7% |
| 1Y | +18.8% | +29.2% | -10.3% | +8.2% |
| 3Y | +97.3% | +403.7% | -306.4% | +21.5% |
| 5Y | +115.5% | +230.8% | -115.3% | +43.9% |
| All | +736.5% | +365.1% | +371.4% | +370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling