+546.6%
RMBS vs TECH
+189.8%
+356.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | -11.5% | 0.0% | -11.5% | -11.5% |
| 3M | -38.2% | +37.4% | -75.7% | -47.2% |
| 6M | -4.8% | +36.9% | -41.6% | -21.0% |
| YTD | -7.1% | +23.1% | -30.2% | -18.8% |
| 1Y | +10.7% | +42.2% | -31.6% | -10.6% |
| 3Y | +54.5% | +1.9% | +52.5% | +40.4% |
| 5Y | +261.7% | -42.9% | +304.6% | +327.8% |
| All | +546.6% | +189.8% | +356.8% | +221.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling