+2,451.3%
EXC vs TECH
+101,542.6%
-99,091.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -1.2% | +0.2% | -1.3% | -1.2% |
| 30D | +10.0% | +0.3% | +9.6% | +9.9% |
| 3M | +1.6% | +1.3% | +0.3% | +1.5% |
| 6M | +3.3% | +54.0% | -50.7% | -0.7% |
| YTD | +7.6% | +24.3% | -16.7% | +4.8% |
| 1Y | +3.5% | +25.8% | -22.3% | +0.6% |
| 3Y | +27.7% | +26.0% | +1.7% | +22.4% |
| 5Y | +41.1% | -40.1% | +81.2% | +43.1% |
| 10Y | +178.2% | +210.6% | -32.4% | +146.7% |
| All | +2,451.3% | +101,542.6% | -99,091.4% | +1,763.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling