-49.1%
COMP vs TECH
-22.5%
-26.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +16.3% | +0.3% | +16.0% | +16.1% |
| 3M | -19.1% | +1.0% | -20.2% | -19.6% |
| 6M | +17.1% | +54.0% | -36.9% | -10.8% |
| YTD | -2.9% | +24.3% | -27.3% | -20.0% |
| 1Y | +8.8% | +23.7% | -14.9% | -10.6% |
| 3Y | +423.5% | +28.5% | +395.0% | +263.4% |
| 5Y | -10.5% | -41.2% | +30.8% | +11.9% |
| All | -49.1% | -22.5% | -26.6% | -41.5% |
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