-33.9%
BAX vs TECH
+204.1%
-238.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +9.0% | +0.2% | +8.8% | +9.0% |
| 30D | +8.5% | +0.5% | +7.9% | +8.3% |
| 3M | -4.1% | +0.9% | -5.0% | -4.3% |
| 6M | +46.9% | +51.0% | -4.1% | +28.3% |
| YTD | +38.4% | +24.4% | +14.0% | +26.9% |
| 1Y | +47.0% | +27.6% | +19.4% | +33.5% |
| 3Y | -14.9% | +29.9% | -44.9% | -25.6% |
| 5Y | -62.5% | -40.6% | -21.9% | -59.8% |
| 10Y | -33.9% | +196.7% | -230.6% | -63.7% |
| All | -33.9% | +204.1% | -238.1% | -63.7% |
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