+469.1%
P vs TECH
+235.2%
+233.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | -23.8% | +0.2% | -24.0% | -23.9% |
| 30D | -36.6% | +0.3% | -37.0% | -36.7% |
| 3M | +10.9% | +1.3% | +9.5% | +10.3% |
| 6M | +30.0% | +54.0% | -24.0% | +6.0% |
| YTD | +44.4% | +24.3% | +20.1% | +26.4% |
| 1Y | +3.9% | +25.8% | -21.9% | -10.0% |
| 3Y | +176.6% | +26.0% | +150.6% | +118.8% |
| 5Y | +249.3% | -40.1% | +289.4% | +304.9% |
| 10Y | +726.9% | +210.6% | +516.3% | +338.3% |
| All | +469.1% | +235.2% | +233.9% | +205.4% |
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