+42.1%
RF vs TECH
-40.1%
+82.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | +6.0% | +0.3% | +5.7% | +5.9% |
| 3M | -8.9% | +1.3% | -10.2% | -9.2% |
| 6M | +2.3% | +54.0% | -51.6% | -10.1% |
| YTD | +7.6% | +24.3% | -16.7% | -0.8% |
| 1Y | +21.2% | +25.8% | -4.6% | +11.1% |
| 3Y | +108.5% | +26.0% | +82.6% | +83.7% |
| All | +42.1% | -40.1% | +82.2% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling