+1,361.3%
BP vs TECH
+101,612.5%
-100,251.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -6.9% | +0.2% | -7.1% | -6.9% |
| 30D | -3.6% | +0.5% | -4.1% | -3.6% |
| 3M | +8.4% | +0.9% | +7.6% | +8.3% |
| 6M | +5.3% | +51.0% | -45.7% | 0.0% |
| YTD | +33.2% | +24.4% | +8.8% | +28.5% |
| 1Y | +28.2% | +27.6% | +0.6% | +23.2% |
| 3Y | +49.2% | +29.9% | +19.3% | +40.6% |
| 5Y | +102.9% | -40.6% | +143.5% | +106.8% |
| 10Y | +127.7% | +196.7% | -69.1% | +90.0% |
| All | +1,361.3% | +101,612.5% | -100,251.2% | +783.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling