+1,360.8%
XLK vs TT
+4,750.6%
-3,389.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +7.0% | +8.1% | -1.0% | +3.6% |
| 30D | -11.5% | -11.3% | -0.2% | -6.9% |
| 3M | -7.9% | -11.2% | +3.3% | -3.3% |
| 6M | -0.6% | -8.9% | +8.3% | +3.1% |
| YTD | +21.1% | +9.7% | +11.4% | +15.6% |
| 1Y | +18.8% | +1.3% | +17.6% | +17.2% |
| 3Y | +97.3% | +93.4% | +3.9% | +48.1% |
| 5Y | +115.5% | +133.5% | -18.0% | +48.0% |
| 10Y | +723.7% | +739.9% | -16.2% | +233.3% |
| All | +1,360.8% | +4,750.6% | -3,389.8% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling