+121.8%
XLK vs TPR
+292.6%
-170.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.1% |
| 7D | +2.3% | -3.4% | +5.7% | +3.1% |
| 30D | -0.1% | -27.3% | +27.3% | +6.9% |
| 3M | +2.1% | -16.2% | +18.4% | +5.1% |
| 6M | +37.2% | -17.9% | +55.1% | +41.1% |
| YTD | +30.8% | -7.1% | +37.9% | +29.9% |
| 1Y | +42.6% | +13.6% | +29.0% | +33.5% |
| 3Y | +121.8% | +293.7% | -171.9% | +60.4% |
| All | +121.8% | +292.6% | -170.8% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling