-23.6%
FPS vs TECH
+7.5%
-31.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.1% | -9.9% | -9.9% |
| 7D | +21.6% | +0.2% | +21.4% | +21.6% |
| 30D | -38.8% | +0.5% | -39.3% | -38.8% |
| 3M | -42.1% | +1.0% | -43.1% | -42.2% |
| 6M | -48.5% | +54.1% | -102.6% | -51.5% |
| All | -23.6% | +7.5% | -31.1% | -18.9% |
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