+55.3%
O vs TECH
+179.6%
-124.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | -2.4% | +0.3% | -2.7% | -2.5% |
| 3M | -0.6% | +32.9% | -33.5% | -5.6% |
| 6M | -5.0% | +32.1% | -37.1% | -10.6% |
| YTD | +10.4% | +23.4% | -13.0% | +4.8% |
| 1Y | +6.6% | +34.1% | -27.5% | -1.0% |
| 3Y | +28.4% | +2.2% | +26.2% | +22.5% |
| 5Y | +15.3% | -41.8% | +57.1% | +22.3% |
| 10Y | +55.3% | +188.9% | -133.6% | +15.2% |
| All | +55.3% | +179.6% | -124.2% | +15.2% |
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