+140.4%
CI vs TECH
+178.6%
-38.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -1.8% | +0.1% | -2.0% | -1.8% |
| 3M | -4.2% | +37.5% | -41.7% | -9.7% |
| 6M | +2.7% | +34.6% | -31.9% | -3.8% |
| YTD | +1.9% | +23.5% | -21.6% | -3.3% |
| 1Y | -6.3% | +34.4% | -40.6% | -12.9% |
| 3Y | +3.9% | +2.3% | +1.6% | -1.3% |
| 5Y | +41.9% | -41.7% | +83.6% | +54.2% |
| 10Y | +140.4% | +177.6% | -37.2% | +30.5% |
| All | +140.4% | +178.6% | -38.3% | +30.5% |
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