+68.4%
T vs TECH
+179.6%
-111.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +4.6% | +0.3% | +4.3% | +4.5% |
| 3M | +12.2% | +32.9% | -20.7% | +9.2% |
| 6M | -6.5% | +32.1% | -38.5% | -9.4% |
| YTD | +4.9% | +23.4% | -18.5% | +2.0% |
| 1Y | -10.5% | +34.1% | -44.5% | -14.1% |
| 3Y | +104.6% | +2.2% | +102.4% | +98.8% |
| 5Y | +64.2% | -41.8% | +106.0% | +71.9% |
| 10Y | +68.4% | +188.9% | -120.5% | +18.1% |
| All | +68.4% | +179.6% | -111.1% | +18.1% |
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