+261.5%
RF vs TECH
+204.1%
+57.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -0.1% | +0.2% | -0.4% | -0.2% |
| 30D | +7.0% | +0.5% | +6.5% | +6.9% |
| 3M | -7.0% | +0.9% | -7.9% | -7.3% |
| 6M | +6.8% | +51.0% | -44.3% | -7.1% |
| YTD | +9.9% | +24.4% | -14.5% | 0.0% |
| 1Y | +21.1% | +27.6% | -6.5% | +9.1% |
| 3Y | +119.6% | +29.9% | +89.7% | +88.1% |
| 5Y | +46.2% | -40.6% | +86.8% | +59.1% |
| 10Y | +261.5% | +196.7% | +64.8% | +71.4% |
| All | +261.5% | +204.1% | +57.4% | +71.4% |
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 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