+2,340.5%
EXC vs TECH
+101,053.8%
-98,713.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -3.7% | +0.7% | -4.4% | -3.8% |
| 3M | -1.3% | +36.3% | -37.6% | -4.0% |
| 6M | -9.7% | +25.6% | -35.3% | -11.9% |
| YTD | +2.9% | +23.7% | -20.8% | +0.3% |
| 1Y | +4.4% | +37.6% | -33.3% | +0.6% |
| 3Y | +22.2% | -6.6% | +28.8% | +20.2% |
| 5Y | +46.7% | -42.2% | +88.9% | +49.1% |
| 10Y | +155.3% | +187.6% | -32.2% | +127.6% |
| All | +2,340.5% | +101,053.8% | -98,713.3% | +1,683.4% |
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