-47.6%
S vs TECH
-33.2%
-14.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.1% | -6.3% | -6.3% |
| 7D | +4.1% | +0.2% | +3.8% | +3.9% |
| 30D | -7.2% | +0.5% | -7.7% | -7.4% |
| 3M | 0.0% | +1.0% | -1.0% | -0.6% |
| 6M | +41.6% | +54.1% | -12.4% | +7.2% |
| YTD | +48.6% | +24.4% | +24.2% | +23.9% |
| 1Y | +30.0% | +19.3% | +10.7% | +11.4% |
| 3Y | +42.2% | +28.5% | +13.6% | -2.4% |
| 5Y | -70.8% | -41.0% | -29.8% | -54.3% |
| All | -47.6% | -33.2% | -14.3% | -18.5% |
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