+233.0%
BAC vs TECH
+193.9%
+39.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -7.2% | +0.3% | -7.5% | -7.2% |
| 3M | -20.4% | +1.0% | -21.4% | -20.6% |
| 6M | +1.3% | +54.0% | -52.7% | -10.9% |
| YTD | -6.4% | +24.3% | -30.7% | -13.9% |
| 1Y | -3.5% | +23.7% | -27.2% | -11.3% |
| 3Y | +96.7% | +28.5% | +68.2% | +69.6% |
| 5Y | +20.6% | -41.2% | +61.8% | +31.3% |
| 10Y | +233.0% | +189.2% | +43.9% | +64.1% |
| All | +233.0% | +193.9% | +39.1% | +64.1% |
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