+220.1%
C vs TECH
+204.1%
+15.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -5.4% | +0.5% | -5.9% | -5.5% |
| 3M | -9.2% | +0.9% | -10.0% | -9.4% |
| 6M | -1.8% | +51.0% | -52.9% | -14.4% |
| YTD | +6.7% | +24.4% | -17.7% | -2.6% |
| 1Y | +23.5% | +27.6% | -4.1% | +11.6% |
| 3Y | +219.8% | +29.9% | +189.9% | +172.7% |
| 5Y | +112.4% | -40.6% | +153.1% | +131.8% |
| 10Y | +220.1% | +196.7% | +23.4% | +58.9% |
| All | +220.1% | +204.1% | +15.9% | +58.9% |
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