+6.3%
LOW vs TECH
-41.4%
+47.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +21.3% | +0.5% | +20.8% | +21.1% |
| 3M | +6.0% | +1.0% | +5.0% | +5.7% |
| 6M | +2.6% | +54.1% | -51.5% | -8.8% |
| YTD | -3.6% | +24.4% | -28.0% | -10.8% |
| 1Y | -1.0% | +19.3% | -20.3% | -7.3% |
| 3Y | +24.2% | +28.5% | -4.4% | +8.5% |
| 5Y | +6.3% | -41.0% | +47.3% | +14.0% |
| All | +6.3% | -41.4% | +47.7% | +14.0% |
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