+397.7%
BAC vs TECH
+179.6%
+218.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -1.4% | +0.3% | -1.7% | -1.4% |
| 3M | +15.7% | +32.9% | -17.2% | +6.2% |
| 6M | +32.2% | +32.1% | +0.1% | +19.9% |
| YTD | +15.8% | +23.4% | -7.6% | +6.6% |
| 1Y | +27.3% | +34.1% | -6.8% | +13.2% |
| 3Y | +137.5% | +2.2% | +135.3% | +120.7% |
| 5Y | +73.1% | -41.8% | +114.9% | +88.4% |
| 10Y | +397.7% | +188.9% | +208.8% | +141.1% |
| All | +397.7% | +179.6% | +218.2% | +141.1% |
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