-33.1%
BAX vs TECH
+187.9%
-221.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | +0.1% | -0.1% | 0.0% |
| 30D | +4.1% | +0.5% | +3.5% | +3.9% |
| 3M | -4.5% | +1.1% | -5.6% | -4.9% |
| 6M | +49.2% | +62.8% | -13.6% | +27.2% |
| YTD | +35.2% | +24.5% | +10.8% | +24.0% |
| 1Y | +38.3% | +20.6% | +17.6% | +27.8% |
| 3Y | -19.0% | +29.5% | -48.5% | -29.1% |
| 5Y | -64.2% | -40.9% | -23.3% | -61.6% |
| All | -33.1% | +187.9% | -221.0% | -63.4% |
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