-8.1%
BROS vs TECH
-42.6%
+34.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -11.2% | +0.5% | -11.7% | -11.4% |
| 3M | -33.9% | +1.0% | -34.9% | -34.2% |
| 6M | -33.5% | +54.1% | -87.5% | -44.9% |
| YTD | -44.9% | +24.4% | -69.3% | -51.2% |
| 1Y | -41.5% | +19.3% | -60.8% | -47.2% |
| 3Y | +22.4% | +28.5% | -6.1% | -8.4% |
| 5Y | -45.7% | -41.0% | -4.7% | -22.3% |
| All | -8.1% | -42.6% | +34.5% | +45.0% |
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 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