+649.0%
P vs TECH
+187.7%
+461.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +17.8% | +0.2% | +17.6% | +17.7% |
| 30D | -29.9% | +0.5% | -30.4% | -30.0% |
| 3M | -1.2% | +1.0% | -2.1% | -1.6% |
| 6M | +32.1% | +54.1% | -21.9% | +7.1% |
| YTD | +64.3% | +24.4% | +39.9% | +42.9% |
| 1Y | +24.3% | +19.3% | +5.0% | +9.8% |
| 3Y | +203.2% | +28.5% | +174.7% | +133.0% |
| 5Y | +290.4% | -41.0% | +331.4% | +365.7% |
| All | +649.0% | +187.7% | +461.2% | +201.9% |
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