+81.0%
F vs TECH
+204.1%
-123.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | +2.9% | +0.5% | +2.4% | +2.7% |
| 3M | -9.5% | +0.9% | -10.3% | -9.7% |
| 6M | +4.0% | +51.0% | -47.0% | -8.8% |
| YTD | -1.3% | +24.4% | -25.6% | -9.8% |
| 1Y | -1.9% | +27.6% | -29.5% | -11.3% |
| 3Y | +53.5% | +29.9% | +23.6% | +31.0% |
| 5Y | -15.1% | -40.6% | +25.5% | -9.0% |
| 10Y | +81.0% | +196.7% | -115.8% | +6.8% |
| All | +81.0% | +204.1% | -123.2% | +6.8% |
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