-25.6%
COMP vs TECH
-39.6%
+14.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.1% | -8.1% | -8.1% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -0.8% | +0.3% | -1.1% | -0.9% |
| 3M | -28.1% | +1.0% | -29.2% | -28.6% |
| 6M | +27.0% | +28.6% | -1.6% | +3.1% |
| YTD | -12.8% | +24.1% | -36.9% | -28.6% |
| 1Y | +4.9% | +21.9% | -17.0% | -13.5% |
| 3Y | +321.0% | +25.7% | +295.3% | +188.1% |
| 5Y | -25.6% | -40.2% | +14.6% | +0.4% |
| All | -25.6% | -39.6% | +14.1% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling