-49.3%
COMP vs TECH
-22.4%
-26.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +16.6% | +0.5% | +16.0% | +16.2% |
| 3M | -23.5% | +1.1% | -24.6% | -24.0% |
| 6M | +25.7% | +62.8% | -37.1% | -7.3% |
| YTD | -3.4% | +24.5% | -27.9% | -20.4% |
| 1Y | +7.6% | +20.6% | -13.1% | -9.9% |
| 3Y | +423.6% | +29.5% | +394.1% | +260.8% |
| 5Y | -10.6% | -40.9% | +30.3% | +11.6% |
| All | -49.3% | -22.4% | -26.9% | -41.9% |
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 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