+46.4%
RF vs TECH
-41.0%
+87.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +7.3% | +0.5% | +6.8% | +7.2% |
| 3M | -7.9% | +1.1% | -9.0% | -8.2% |
| 6M | +10.5% | +62.8% | -52.3% | -4.3% |
| YTD | +9.6% | +24.5% | -14.8% | +1.1% |
| 1Y | +20.3% | +20.6% | -0.3% | +11.8% |
| 3Y | +119.5% | +29.5% | +90.1% | +91.8% |
| All | +46.4% | -41.0% | +87.4% | +41.3% |
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