+251.0%
DIA vs TECH
+179.6%
+71.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.2% | -0.1% | -1.2% | -1.2% |
| 30D | -2.7% | +0.3% | -3.0% | -2.8% |
| 3M | +3.3% | +32.9% | -29.7% | -4.2% |
| 6M | +10.4% | +32.1% | -21.6% | +1.3% |
| YTD | +10.0% | +23.4% | -13.4% | +2.3% |
| 1Y | +16.2% | +34.1% | -17.9% | +5.0% |
| 3Y | +58.7% | +2.2% | +56.6% | +48.7% |
| 5Y | +63.6% | -41.8% | +105.4% | +77.7% |
| 10Y | +251.0% | +188.9% | +62.1% | +104.1% |
| All | +251.0% | +179.6% | +71.5% | +104.1% |
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