+58.4%
NDAQ vs TECH
-42.5%
+100.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | -2.4% | +0.1% | -2.6% | -2.5% |
| 30D | +2.5% | +0.7% | +1.7% | +2.3% |
| 3M | +9.9% | +36.3% | -26.4% | +2.0% |
| 6M | +9.4% | +25.6% | -16.1% | +2.4% |
| YTD | +0.4% | +23.7% | -23.3% | -5.9% |
| 1Y | +4.0% | +37.6% | -33.6% | -5.9% |
| 3Y | +94.4% | -6.6% | +101.0% | +89.7% |
| All | +58.4% | -42.5% | +100.8% | +74.3% |
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