-42.2%
DT vs TECH
-41.1%
-1.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -20.2% | +0.2% | -20.5% | -20.3% |
| 30D | -30.8% | +0.5% | -31.3% | -30.9% |
| 3M | -10.2% | +0.9% | -11.1% | -10.5% |
| 6M | +8.0% | +51.0% | -43.0% | -6.8% |
| YTD | +1.5% | +24.4% | -22.9% | -8.4% |
| 1Y | -6.9% | +27.6% | -34.5% | -17.1% |
| 3Y | -10.9% | +29.9% | -40.8% | -31.6% |
| 5Y | -42.2% | -40.6% | -1.5% | -24.2% |
| All | -42.2% | -41.1% | -1.1% | -24.2% |
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