+300.3%
CME vs TECH
+187.7%
+112.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.7% | +0.2% | +2.4% | +2.7% |
| 30D | +13.5% | +0.5% | +13.0% | +13.4% |
| 3M | +20.9% | +1.0% | +20.0% | +20.8% |
| 6M | +11.5% | +54.1% | -42.6% | +5.0% |
| YTD | +19.5% | +24.4% | -4.9% | +14.8% |
| 1Y | +17.2% | +19.3% | -2.1% | +13.2% |
| 3Y | +65.1% | +28.5% | +36.6% | +50.5% |
| 5Y | +73.1% | -41.0% | +114.1% | +88.5% |
| All | +300.3% | +187.7% | +112.5% | +136.2% |
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 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