-100.0%
DFNS vs TECH
+7.4%
-107.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.1% | -19.4% | -19.3% |
| 7D | -12.7% | +0.2% | -12.9% | -12.6% |
| 30D | -65.2% | +0.5% | -65.7% | -65.2% |
| 3M | -94.6% | +1.0% | -95.5% | -94.6% |
| 6M | -96.2% | +54.1% | -150.3% | -96.0% |
| YTD | -99.6% | +24.4% | -124.0% | -99.6% |
| 1Y | -99.7% | +19.3% | -119.0% | -99.7% |
| 3Y | -100.0% | +28.5% | -128.5% | -100.0% |
| 5Y | -100.0% | -41.0% | -59.0% | -100.0% |
| All | -100.0% | +7.4% | -107.4% | -100.0% |
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