+79.8%
F vs TECH
+208.1%
-128.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +2.6% | +0.3% | +2.3% | +2.5% |
| 3M | -8.8% | +1.3% | -10.1% | -9.2% |
| 6M | +4.6% | +54.0% | -49.3% | -9.0% |
| YTD | -1.9% | +24.3% | -26.2% | -10.4% |
| 1Y | -0.8% | +25.8% | -26.6% | -9.8% |
| 3Y | +43.5% | +26.0% | +17.5% | +23.9% |
| 5Y | -12.1% | -40.1% | +28.1% | -5.9% |
| All | +79.8% | +208.1% | -128.3% | +2.1% |
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