+485.4%
P vs TECH
+233.6%
+251.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +18.8% | +0.7% | +18.1% | +18.5% |
| 3M | +26.7% | +36.3% | -9.6% | +10.1% |
| 6M | +62.2% | +25.6% | +36.6% | +42.0% |
| YTD | +48.5% | +23.7% | +24.8% | +30.3% |
| 1Y | +26.4% | +37.6% | -11.2% | +4.3% |
| 3Y | +159.4% | -6.6% | +166.0% | +140.8% |
| 5Y | +275.8% | -42.2% | +318.0% | +342.9% |
| 10Y | +732.0% | +187.6% | +544.5% | +344.7% |
| All | +485.4% | +233.6% | +251.8% | +214.6% |
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