+0.1%
DOW vs TECH
+52.4%
-52.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +13.2% | +0.5% | +12.7% | +13.0% |
| 3M | +10.1% | +1.1% | +9.0% | +9.7% |
| 6M | -13.1% | +62.8% | -75.9% | -27.0% |
| YTD | +46.1% | +24.5% | +21.7% | +32.4% |
| 1Y | +50.0% | +20.6% | +29.4% | +37.5% |
| 3Y | -20.2% | +29.5% | -49.7% | -31.4% |
| 5Y | -27.7% | -40.9% | +13.2% | -21.3% |
| All | +0.1% | +52.4% | -52.3% | -43.6% |
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