+2,271.9%
D vs TECH
+101,053.8%
-98,781.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | -2.6% | +0.7% | -3.3% | -2.6% |
| 3M | 0.0% | +36.3% | -36.3% | -2.6% |
| 6M | +7.4% | +25.6% | -18.2% | +4.9% |
| YTD | +15.9% | +23.7% | -7.8% | +13.2% |
| 1Y | +18.1% | +37.6% | -19.5% | +14.2% |
| 3Y | +58.4% | -6.6% | +65.0% | +56.3% |
| 5Y | +5.2% | -42.2% | +47.4% | +6.6% |
| 10Y | +35.9% | +187.6% | -151.7% | +21.9% |
| All | +2,271.9% | +101,053.8% | -98,781.9% | +1,740.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling