+998.2%
C vs TECH
+101,542.6%
-100,544.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -6.0% | +0.3% | -6.3% | -6.1% |
| 3M | -10.5% | +1.3% | -11.9% | -10.8% |
| 6M | -5.7% | +54.0% | -59.7% | -15.4% |
| YTD | +4.1% | +24.3% | -20.2% | -2.8% |
| 1Y | +20.5% | +25.8% | -5.3% | +12.0% |
| 3Y | +208.1% | +26.0% | +182.2% | +178.8% |
| 5Y | +110.4% | -40.1% | +150.5% | +121.8% |
| 10Y | +234.6% | +210.6% | +24.0% | +138.5% |
| All | +998.2% | +101,542.6% | -100,544.4% | +291.6% |
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