+776.9%
XLK vs TT
+954.8%
-177.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -0.4% | -1.0% | +0.6% | +0.1% |
| 30D | -0.5% | -8.9% | +8.4% | +4.3% |
| 3M | +5.0% | -1.8% | +6.8% | +5.8% |
| 6M | +32.9% | +1.9% | +31.0% | +30.8% |
| YTD | +29.0% | +13.8% | +15.2% | +19.2% |
| 1Y | +37.8% | +6.1% | +31.7% | +31.7% |
| 3Y | +118.7% | +119.6% | -0.9% | +40.9% |
| 5Y | +145.6% | +145.9% | -0.3% | +45.4% |
| All | +776.9% | +954.8% | -177.9% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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