+932.7%
XLK vs TPR
+8,009.8%
-7,077.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -10.6% | +15.1% | -25.7% | -14.3% |
| 3M | -10.6% | +3.5% | -14.2% | -12.2% |
| 6M | -3.5% | +0.4% | -3.9% | -5.3% |
| YTD | +18.7% | +4.6% | +14.1% | +14.2% |
| 1Y | +19.4% | +33.1% | -13.7% | +7.3% |
| 3Y | +94.5% | +396.0% | -301.5% | +17.5% |
| 5Y | +111.2% | +230.3% | -119.1% | +38.8% |
| 10Y | +707.2% | +368.4% | +338.8% | +320.3% |
| All | +932.7% | +8,009.8% | -7,077.1% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling