+246.5%
BBY vs TECH
+189.9%
+56.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +9.4% | 0.0% | +9.4% | +9.4% |
| 3M | +19.3% | +33.7% | -14.3% | +6.6% |
| 6M | +47.9% | +34.9% | +13.0% | +29.5% |
| YTD | +39.6% | +23.2% | +16.4% | +25.8% |
| 1Y | +22.2% | +36.3% | -14.1% | +5.4% |
| 3Y | +45.0% | +2.3% | +42.7% | +33.6% |
| 5Y | +2.6% | -42.9% | +45.5% | +14.4% |
| All | +246.5% | +189.9% | +56.6% | +90.3% |
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