+145.7%
XLK vs TPR
+230.0%
-84.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.4% |
| 7D | +2.3% | -3.4% | +5.7% | +3.3% |
| 30D | -0.1% | -27.3% | +27.3% | +8.5% |
| 3M | +2.1% | -16.2% | +18.4% | +6.0% |
| 6M | +37.2% | -17.9% | +55.1% | +42.3% |
| YTD | +30.8% | -7.1% | +37.9% | +30.1% |
| 1Y | +42.6% | +13.6% | +29.0% | +32.4% |
| 3Y | +121.8% | +293.7% | -171.9% | +32.8% |
| 5Y | +145.7% | +239.1% | -93.4% | +48.6% |
| All | +145.7% | +230.0% | -84.3% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling