+89.6%
CL vs TECH
+187.9%
-98.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +8.0% | +0.5% | +7.5% | +8.0% |
| 3M | +7.9% | +1.1% | +6.8% | +7.8% |
| 6M | +14.7% | +62.8% | -48.1% | +8.8% |
| YTD | +29.2% | +24.5% | +4.7% | +25.2% |
| 1Y | +29.5% | +20.6% | +8.9% | +25.9% |
| 3Y | +40.7% | +29.5% | +11.2% | +31.9% |
| 5Y | +43.9% | -40.9% | +84.8% | +50.9% |
| All | +89.6% | +187.9% | -98.3% | +42.6% |
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 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