-13.5%
F vs TECH
-41.3%
+27.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +3.3% | +0.3% | +3.0% | +3.2% |
| 3M | -11.3% | +1.0% | -12.3% | -11.6% |
| 6M | +5.3% | +54.0% | -48.7% | -8.5% |
| YTD | -2.2% | +24.3% | -26.5% | -10.8% |
| 1Y | -3.5% | +23.7% | -27.3% | -12.0% |
| 3Y | +49.5% | +28.5% | +21.1% | +24.6% |
| 5Y | -13.5% | -41.2% | +27.7% | -16.7% |
| All | -13.5% | -41.3% | +27.8% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling