+95.1%
F vs TECH
+187.0%
-91.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +4.6% | +0.7% | +3.9% | +4.4% |
| 3M | -3.7% | +36.3% | -40.0% | -12.7% |
| 6M | +16.8% | +25.6% | -8.8% | +6.8% |
| YTD | +15.3% | +23.7% | -8.4% | +5.5% |
| 1Y | +31.0% | +37.6% | -6.6% | +15.1% |
| 3Y | +45.4% | -6.6% | +52.0% | +39.3% |
| 5Y | +54.7% | -42.2% | +96.9% | +66.8% |
| All | +95.1% | +187.0% | -91.9% | +15.2% |
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 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