+280.6%
CME vs TECH
+179.6%
+101.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | +4.7% | +0.3% | +4.4% | +4.6% |
| 3M | +7.8% | +32.9% | -25.1% | +3.6% |
| 6M | -11.0% | +32.1% | -43.0% | -15.0% |
| YTD | +4.0% | +23.4% | -19.4% | 0.0% |
| 1Y | +9.1% | +34.1% | -24.9% | +3.0% |
| 3Y | +52.3% | +2.2% | +50.1% | +46.3% |
| 5Y | +76.1% | -41.8% | +117.9% | +91.8% |
| 10Y | +280.6% | +188.9% | +91.7% | +119.2% |
| All | +280.6% | +179.6% | +101.0% | +119.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling