+76.3%
CL vs TECH
+204.1%
-127.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +11.6% | +0.5% | +11.1% | +11.5% |
| 3M | +5.6% | +0.9% | +4.7% | +5.5% |
| 6M | +13.2% | +51.0% | -37.9% | +8.2% |
| YTD | +26.9% | +24.4% | +2.5% | +23.0% |
| 1Y | +27.3% | +27.6% | -0.2% | +23.0% |
| 3Y | +39.7% | +29.9% | +9.8% | +31.0% |
| 5Y | +41.3% | -40.6% | +82.0% | +48.1% |
| 10Y | +76.3% | +196.7% | -120.5% | +34.0% |
| All | +76.3% | +204.1% | -127.9% | +34.0% |
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 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