+28.1%
BA vs TECH
+204.1%
-176.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -9.5% | +0.5% | -10.0% | -9.6% |
| 3M | -26.5% | +0.9% | -27.3% | -26.7% |
| 6M | -27.4% | +51.0% | -78.4% | -37.2% |
| YTD | -20.6% | +24.4% | -45.0% | -28.3% |
| 1Y | -11.4% | +27.6% | -39.0% | -21.1% |
| 3Y | -10.8% | +29.9% | -40.8% | -26.0% |
| 5Y | -21.9% | -40.6% | +18.7% | -12.4% |
| 10Y | +28.1% | +196.7% | -168.6% | -34.6% |
| All | +28.1% | +204.1% | -176.0% | -34.6% |
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