+776.9%
XLK vs TPR
+318.3%
+458.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | -0.4% | -5.1% | +4.7% | +0.9% |
| 30D | -0.5% | -27.6% | +27.1% | +7.3% |
| 3M | +5.0% | -17.5% | +22.5% | +9.1% |
| 6M | +32.9% | -21.3% | +54.2% | +39.1% |
| YTD | +29.0% | -8.5% | +37.4% | +29.3% |
| 1Y | +37.8% | +11.5% | +26.4% | +30.5% |
| 3Y | +118.7% | +288.0% | -169.3% | +44.8% |
| 5Y | +145.6% | +225.2% | -79.6% | +65.5% |
| All | +776.9% | +318.3% | +458.6% | +405.6% |
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