+100.0%
IT vs TECH
+189.9%
-90.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.2% |
| 7D | -3.7% | -0.4% | -3.2% | -3.5% |
| 30D | +0.1% | 0.0% | +0.1% | +0.1% |
| 3M | +20.7% | +33.7% | -13.0% | +8.0% |
| 6M | +12.0% | +34.9% | -22.9% | -1.9% |
| YTD | -28.8% | +23.2% | -52.0% | -35.7% |
| 1Y | -25.5% | +36.3% | -61.8% | -35.8% |
| 3Y | -48.8% | +2.3% | -51.0% | -53.1% |
| 5Y | -42.7% | -42.9% | +0.1% | -35.3% |
| All | +100.0% | +189.9% | -90.0% | +11.6% |
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 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