+128.1%
DAL vs TECH
+204.1%
-76.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.3% |
| 7D | +10.0% | +0.2% | +9.8% | +10.0% |
| 30D | +12.0% | +0.5% | +11.5% | +11.8% |
| 3M | +0.8% | +0.9% | -0.1% | +0.5% |
| 6M | +26.2% | +51.0% | -24.9% | +7.7% |
| YTD | +33.7% | +24.4% | +9.3% | +20.3% |
| 1Y | +57.6% | +27.6% | +30.0% | +40.3% |
| 3Y | +183.5% | +29.9% | +153.5% | +139.4% |
| 5Y | +114.2% | -40.6% | +154.8% | +133.2% |
| 10Y | +128.1% | +196.7% | -68.6% | +15.2% |
| All | +128.1% | +204.1% | -76.0% | +15.2% |
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