-21.3%
IT vs TECH
+36.9%
-58.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -6.0% | +0.1% | -6.1% | -6.0% |
| 30D | 0.0% | +0.7% | -0.7% | -0.1% |
| 3M | +13.1% | +36.3% | -23.3% | +7.1% |
| 6M | +11.7% | +25.6% | -13.9% | +6.5% |
| YTD | -26.1% | +23.7% | -49.8% | -28.9% |
| 1Y | -21.3% | +37.6% | -58.9% | -24.6% |
| All | -21.3% | +36.9% | -58.2% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling