+43.8%
D vs TECH
+204.1%
-160.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | +10.7% | +0.5% | +10.2% | +10.6% |
| 3M | +2.3% | +0.9% | +1.4% | +2.2% |
| 6M | +12.5% | +51.0% | -38.6% | +5.9% |
| YTD | +20.1% | +24.4% | -4.3% | +15.2% |
| 1Y | +15.6% | +27.6% | -12.0% | +10.3% |
| 3Y | +75.2% | +29.9% | +45.2% | +62.2% |
| 5Y | +14.6% | -40.6% | +55.2% | +17.9% |
| 10Y | +43.8% | +196.7% | -153.0% | +19.2% |
| All | +43.8% | +204.1% | -160.4% | +19.2% |
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