-23.4%
CLF vs TECH
+29.6%
-53.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.4% | +0.1% | +10.2% | +10.3% |
| 30D | +0.6% | +0.5% | 0.0% | +0.4% |
| 3M | +4.1% | +1.1% | +3.0% | +3.8% |
| 6M | +15.1% | +62.8% | -47.7% | -2.7% |
| YTD | -4.7% | +24.5% | -29.2% | -12.7% |
| 1Y | +20.4% | +20.6% | -0.3% | +11.6% |
| 3Y | -23.4% | +29.5% | -52.9% | -34.9% |
| All | -23.4% | +29.6% | -53.0% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling