-41.4%
IT vs TECH
-41.3%
-0.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | -0.6% | +0.3% | -0.9% | -0.7% |
| 3M | +3.1% | +1.0% | +2.0% | +2.8% |
| 6M | +25.5% | +54.0% | -28.5% | +7.6% |
| YTD | -23.5% | +24.3% | -47.8% | -30.5% |
| 1Y | -16.6% | +23.7% | -40.4% | -24.3% |
| 3Y | -53.1% | +28.5% | -81.6% | -61.1% |
| 5Y | -41.4% | -41.2% | -0.2% | -28.7% |
| All | -41.4% | -41.3% | -0.1% | -28.7% |
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