+74.3%
F vs TECH
+190.5%
-116.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.0% | +0.2% | +0.7% | +0.9% |
| 30D | +2.1% | +0.5% | +1.6% | +2.0% |
| 3M | -10.3% | +1.1% | -11.3% | -10.5% |
| 6M | +3.3% | +51.0% | -47.8% | -9.5% |
| YTD | -2.0% | +24.4% | -26.3% | -10.5% |
| 1Y | -2.3% | +27.4% | -29.7% | -11.6% |
| 3Y | +49.9% | +28.5% | +21.4% | +28.5% |
| 5Y | -12.5% | -40.9% | +28.4% | -6.1% |
| 10Y | +74.3% | +192.5% | -118.2% | +4.3% |
| All | +74.3% | +190.5% | -116.2% | +4.3% |
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