+98.1%
AGG vs TECH
+1,030.8%
-932.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | -0.4% | +0.1% | -0.5% | -0.4% |
| 3M | -0.3% | +37.5% | -37.8% | -0.6% |
| 6M | -1.2% | +34.6% | -35.8% | -1.6% |
| YTD | -0.4% | +23.5% | -23.8% | -0.7% |
| 1Y | +0.4% | +34.4% | -34.0% | 0.0% |
| 3Y | +13.4% | +2.3% | +11.2% | +13.1% |
| 5Y | -1.4% | -41.7% | +40.3% | -1.8% |
| 10Y | +14.8% | +177.6% | -162.8% | +16.0% |
| All | +98.1% | +1,030.8% | -932.7% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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