-46.5%
COMP vs TECH
-22.5%
-24.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +14.5% | +0.2% | +14.3% | +14.4% |
| 30D | +14.9% | +0.5% | +14.4% | +14.6% |
| 3M | -14.2% | +0.9% | -15.1% | -14.6% |
| 6M | +23.7% | +51.0% | -27.3% | -4.6% |
| YTD | +2.1% | +24.4% | -22.3% | -15.9% |
| 1Y | +26.2% | +27.6% | -1.4% | +1.5% |
| 3Y | +470.9% | +29.9% | +441.0% | +292.1% |
| 5Y | -14.0% | -40.6% | +26.6% | +7.2% |
| All | -46.5% | -22.5% | -24.0% | -38.5% |
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