+7.8%
LOW vs TECH
-42.1%
+49.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | -9.3% | +0.3% | -9.6% | -9.3% |
| 3M | -8.1% | +32.9% | -41.0% | -14.9% |
| 6M | -19.8% | +32.1% | -51.8% | -26.6% |
| YTD | -16.4% | +23.4% | -39.8% | -22.4% |
| 1Y | -24.7% | +34.1% | -58.7% | -32.2% |
| 3Y | -8.8% | +2.2% | -11.0% | -13.8% |
| 5Y | +7.8% | -41.8% | +49.6% | +13.6% |
| All | +7.8% | -42.1% | +49.9% | +13.6% |
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 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