+36.6%
DIS vs TECH
+204.1%
-167.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +10.2% | +0.5% | +9.7% | +10.1% |
| 3M | +13.5% | +0.9% | +12.7% | +13.3% |
| 6M | +11.1% | +51.0% | -39.9% | -1.3% |
| YTD | +5.5% | +24.4% | -18.9% | -2.8% |
| 1Y | +9.1% | +27.6% | -18.5% | -0.4% |
| 3Y | +36.0% | +29.9% | +6.1% | +16.9% |
| 5Y | -29.8% | -40.6% | +10.8% | -24.6% |
| 10Y | +36.6% | +196.7% | -160.1% | -10.4% |
| All | +36.6% | +204.1% | -167.5% | -10.4% |
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