-53.1%
TE vs TECH
+36.9%
-89.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | -5.9% | 0.0% | -5.9% | -5.9% |
| 3M | -45.6% | +33.7% | -79.2% | -52.2% |
| 6M | -43.4% | +34.9% | -78.3% | -51.5% |
| YTD | -31.0% | +23.2% | -54.1% | -39.2% |
| 1Y | +145.2% | +36.3% | +108.9% | +100.6% |
| 3Y | -24.1% | +2.3% | -26.3% | -29.5% |
| 5Y | -48.1% | -42.9% | -5.3% | -46.3% |
| All | -53.1% | +36.9% | -89.9% | -53.4% |
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 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