-80.9%
FIG vs TECH
+28.3%
-109.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -14.5% | -0.1% | -14.4% | -14.5% |
| 30D | -13.3% | +0.3% | -13.6% | -13.3% |
| 3M | +7.4% | +32.9% | -25.5% | +2.3% |
| 6M | -27.8% | +32.1% | -59.9% | -31.6% |
| YTD | -41.1% | +23.4% | -64.5% | -44.3% |
| 1Y | -58.7% | +34.1% | -92.8% | -62.1% |
| All | -80.9% | +28.3% | -109.2% | -82.5% |
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