+2,498.9%
MAR vs TECH
+3,489.4%
-990.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -6.7% | +0.7% | -7.4% | -6.8% |
| 3M | -12.5% | +36.3% | -48.8% | -18.5% |
| 6M | +0.6% | +25.6% | -25.0% | -5.6% |
| YTD | +9.1% | +23.7% | -14.6% | +2.4% |
| 1Y | +26.2% | +37.6% | -11.4% | +15.3% |
| 3Y | +68.2% | -6.6% | +74.7% | +62.7% |
| 5Y | +163.9% | -42.2% | +206.1% | +177.9% |
| 10Y | +420.6% | +187.6% | +233.0% | +294.4% |
| All | +2,498.9% | +3,489.4% | -990.4% | +1,304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling