-66.9%
BAX vs TECH
-41.8%
-25.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -9.7% | +0.1% | -9.9% | -9.8% |
| 3M | +29.3% | +37.5% | -8.2% | +16.8% |
| 6M | +40.7% | +34.6% | +6.1% | +26.2% |
| YTD | +30.3% | +23.5% | +6.8% | +20.1% |
| 1Y | +3.4% | +34.4% | -31.0% | -7.4% |
| 3Y | -32.0% | +2.3% | -34.3% | -36.6% |
| 5Y | -66.9% | -41.7% | -25.1% | -67.0% |
| All | -66.9% | -41.8% | -25.1% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling