+1,472.6%
XLK vs TT
+5,023.4%
-3,550.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +0.7% | -7.2% | +7.9% | +3.8% |
| 3M | -2.9% | -3.0% | 0.0% | -1.9% |
| 6M | +34.3% | +1.4% | +32.9% | +33.0% |
| YTD | +30.4% | +15.9% | +14.5% | +21.7% |
| 1Y | +43.4% | +9.4% | +33.9% | +36.7% |
| 3Y | +116.8% | +124.4% | -7.5% | +52.4% |
| 5Y | +144.0% | +138.0% | +6.0% | +65.9% |
| 10Y | +778.8% | +886.4% | -107.6% | +233.0% |
| All | +1,472.6% | +5,023.4% | -3,550.8% | +146.3% |
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 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