+135.0%
GOOG vs TECH
-42.4%
+177.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | -6.4% | +37.4% | -43.9% | -14.5% |
| 6M | +7.8% | +36.9% | -29.1% | -2.8% |
| YTD | +5.5% | +23.1% | -17.6% | -2.5% |
| 1Y | +38.3% | +42.2% | -4.0% | +21.2% |
| 3Y | +143.1% | +1.9% | +141.1% | +126.1% |
| 5Y | +135.0% | -42.9% | +177.9% | +163.4% |
| All | +135.0% | -42.4% | +177.4% | +163.4% |
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