+125.0%
BP vs TECH
+178.6%
-53.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +9.1% | +0.1% | +9.0% | +9.1% |
| 3M | +3.9% | +37.5% | -33.6% | -1.3% |
| 6M | +13.6% | +34.6% | -20.9% | +7.5% |
| YTD | +34.0% | +23.5% | +10.5% | +28.2% |
| 1Y | +39.2% | +34.4% | +4.8% | +30.6% |
| 3Y | +36.4% | +2.3% | +34.1% | +30.5% |
| 5Y | +135.8% | -41.7% | +177.5% | +147.6% |
| 10Y | +125.0% | +177.6% | -52.6% | +47.5% |
| All | +125.0% | +178.6% | -53.6% | +47.5% |
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