+200.5%
B vs TECH
+204.1%
-3.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +11.3% | +0.2% | +11.1% | +11.3% |
| 30D | +2.9% | +0.5% | +2.4% | +2.9% |
| 3M | -2.9% | +0.9% | -3.7% | -3.0% |
| 6M | -1.2% | +51.0% | -52.2% | -6.9% |
| YTD | -1.3% | +24.4% | -25.7% | -5.2% |
| 1Y | +30.4% | +27.6% | +2.8% | +24.8% |
| 3Y | +195.3% | +29.9% | +165.3% | +178.3% |
| 5Y | +146.2% | -40.6% | +186.9% | +150.2% |
| 10Y | +200.5% | +196.7% | +3.7% | +223.6% |
| All | +200.5% | +204.1% | -3.7% | +223.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling