+506.4%
F vs TECH
+101,570.6%
-101,064.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | -11.3% | +1.0% | -12.3% | -11.4% |
| 6M | +5.3% | +54.0% | -48.7% | -1.5% |
| YTD | -2.2% | +24.3% | -26.5% | -6.3% |
| 1Y | -3.5% | +23.7% | -27.3% | -7.6% |
| 3Y | +49.5% | +28.5% | +21.1% | +40.4% |
| 5Y | -13.5% | -41.2% | +27.7% | -10.3% |
| 10Y | +69.0% | +189.2% | -120.2% | +43.0% |
| All | +506.4% | +101,570.6% | -101,064.2% | +285.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling