-99.9%
DFNS vs TECH
+6.6%
-106.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | -73.9% | +0.3% | -74.2% | -73.9% |
| 3M | -71.7% | +32.9% | -104.6% | -70.6% |
| 6M | -94.6% | +32.1% | -126.6% | -94.4% |
| YTD | -98.1% | +23.4% | -121.5% | -98.0% |
| 1Y | -98.3% | +34.1% | -132.4% | -98.2% |
| 3Y | -99.9% | +2.2% | -102.1% | -99.9% |
| 5Y | -99.9% | -41.8% | -58.1% | -99.9% |
| All | -99.9% | +6.6% | -106.4% | -99.9% |
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