-30.6%
AR vs TECH
+311.4%
-342.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -14.3% | +0.2% | -14.4% | -14.3% |
| 30D | +1.4% | +0.3% | +1.1% | +1.4% |
| 3M | +3.4% | +1.3% | +2.0% | +3.1% |
| 6M | -2.1% | +54.0% | -56.0% | -12.5% |
| YTD | +4.7% | +24.3% | -19.6% | -2.7% |
| 1Y | +10.6% | +25.8% | -15.2% | +2.2% |
| 3Y | +24.6% | +26.0% | -1.4% | +10.0% |
| 5Y | +71.9% | -40.1% | +112.0% | +82.9% |
| 10Y | +46.4% | +210.6% | -164.2% | -4.4% |
| All | -30.6% | +311.4% | -342.0% | -53.7% |
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