+1,092.2%
FIX vs TECH
-41.3%
+1,133.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.0% |
| 7D | +6.4% | +0.1% | +6.3% | +6.4% |
| 30D | -29.1% | +0.3% | -29.4% | -29.1% |
| 3M | -31.1% | +1.0% | -32.2% | -31.3% |
| 6M | -42.8% | +54.0% | -96.8% | -49.5% |
| YTD | +24.6% | +24.3% | +0.3% | +14.9% |
| 1Y | +21.9% | +23.7% | -1.8% | +12.6% |
| 3Y | +524.9% | +28.5% | +496.5% | +448.4% |
| 5Y | +1,092.2% | -41.2% | +1,133.4% | +1,220.8% |
| All | +1,092.2% | -41.3% | +1,133.5% | +1,220.8% |
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