+606.1%
COST vs TECH
+189.9%
+416.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -4.7% | 0.0% | -4.7% | -4.7% |
| 3M | -7.1% | +33.7% | -40.8% | -12.5% |
| 6M | -8.5% | +34.9% | -43.4% | -14.9% |
| YTD | +5.4% | +23.2% | -17.8% | -0.4% |
| 1Y | -5.6% | +36.3% | -41.9% | -13.3% |
| 3Y | +68.5% | +2.3% | +66.2% | +59.2% |
| 5Y | +105.2% | -42.9% | +148.1% | +122.9% |
| All | +606.1% | +189.9% | +416.1% | +370.0% |
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