+48.4%
D vs TECH
+193.9%
-145.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +9.0% | +0.3% | +8.7% | +8.9% |
| 3M | +1.0% | +1.0% | -0.1% | +0.8% |
| 6M | +11.0% | +54.0% | -43.0% | +4.2% |
| YTD | +19.8% | +24.3% | -4.5% | +14.9% |
| 1Y | +16.0% | +23.7% | -7.8% | +11.2% |
| 3Y | +74.4% | +28.5% | +45.9% | +61.7% |
| 5Y | +13.5% | -41.2% | +54.8% | +17.0% |
| 10Y | +48.4% | +189.2% | -140.8% | +21.6% |
| All | +48.4% | +193.9% | -145.5% | +21.6% |
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 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