-10.2%
DOW vs TECH
+50.7%
-60.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -4.1% | 0.0% | -4.1% | -4.1% |
| 3M | -12.4% | +37.4% | -49.9% | -21.8% |
| 6M | -10.6% | +36.9% | -47.5% | -21.8% |
| YTD | +31.1% | +23.1% | +8.0% | +19.2% |
| 1Y | +30.5% | +42.2% | -11.7% | +12.5% |
| 3Y | -34.4% | +1.9% | -36.3% | -39.1% |
| 5Y | -35.5% | -42.9% | +7.4% | -29.2% |
| All | -10.2% | +50.7% | -60.9% | -49.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling