-35.9%
DOW vs TECH
-41.8%
+5.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | +2.0% | +0.1% | +1.8% | +1.9% |
| 3M | -12.5% | +37.5% | -50.0% | -20.8% |
| 6M | -9.2% | +34.6% | -43.8% | -18.7% |
| YTD | +30.8% | +23.5% | +7.3% | +20.6% |
| 1Y | +29.4% | +34.4% | -5.0% | +16.0% |
| 3Y | -34.6% | +2.3% | -36.8% | -38.9% |
| 5Y | -35.9% | -41.7% | +5.8% | -38.5% |
| All | -35.9% | -41.8% | +5.9% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling