+1,331.5%
XLK vs TT
+4,681.3%
-3,349.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | +3.4% | +4.0% | -0.7% | +1.7% |
| 30D | -10.6% | -11.3% | +0.7% | -6.0% |
| 3M | -10.6% | -12.3% | +1.7% | -5.7% |
| 6M | -3.5% | -10.8% | +7.4% | +1.0% |
| YTD | +18.7% | +8.2% | +10.5% | +14.0% |
| 1Y | +19.4% | +1.5% | +18.0% | +17.7% |
| 3Y | +94.5% | +91.5% | +3.0% | +46.6% |
| 5Y | +111.2% | +130.2% | -19.0% | +45.9% |
| 10Y | +707.2% | +727.9% | -20.7% | +228.6% |
| All | +1,331.5% | +4,681.3% | -3,349.8% | +130.7% |
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