+498.8%
MAR vs TECH
+187.9%
+310.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +13.8% | +0.5% | +13.3% | +13.6% |
| 3M | +20.3% | +1.1% | +19.2% | +19.9% |
| 6M | +21.3% | +62.8% | -41.5% | +4.4% |
| YTD | +37.2% | +24.5% | +12.8% | +25.6% |
| 1Y | +48.4% | +20.6% | +27.8% | +37.1% |
| 3Y | +120.1% | +29.5% | +90.7% | +88.0% |
| 5Y | +182.1% | -40.9% | +223.0% | +208.9% |
| All | +498.8% | +187.9% | +310.9% | +239.7% |
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 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