-29.9%
COMP vs TECH
-42.5%
+12.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -13.3% | +0.7% | -14.0% | -13.7% |
| 3M | +41.1% | +36.3% | +4.8% | +15.9% |
| 6M | +17.2% | +25.6% | -8.4% | -3.8% |
| YTD | +5.2% | +23.7% | -18.5% | -13.4% |
| 1Y | +18.9% | +37.6% | -18.7% | -12.1% |
| 3Y | +215.9% | -6.6% | +222.5% | +199.1% |
| All | -29.9% | -42.5% | +12.6% | -11.1% |
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