-49.3%
COMP vs TECH
-22.5%
-26.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.6% | +10.6% |
| 7D | +13.4% | +0.2% | +13.3% | +13.4% |
| 30D | +11.1% | +0.3% | +10.8% | +10.9% |
| 3M | -18.8% | +1.3% | -20.2% | -19.4% |
| 6M | +10.5% | +54.0% | -43.5% | -16.4% |
| YTD | -3.4% | +24.3% | -27.7% | -20.3% |
| 1Y | +19.7% | +25.8% | -6.1% | -2.7% |
| 3Y | +381.6% | +26.0% | +355.6% | +241.2% |
| 5Y | -17.6% | -40.1% | +22.5% | +2.5% |
| All | -49.3% | -22.5% | -26.8% | -41.8% |
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