+13.7%
RMBS vs TECH
+34.8%
-21.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.5% | -0.1% | +3.5% | +3.5% |
| 30D | -8.6% | +0.3% | -8.9% | -8.6% |
| 3M | -40.3% | +32.9% | -73.2% | -44.0% |
| 6M | -1.0% | +32.1% | -33.0% | -9.0% |
| YTD | -4.6% | +23.4% | -28.0% | -7.9% |
| All | +13.7% | +34.8% | -21.1% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling