-41.2%
TECH vs ALLE
+49.9%
-91.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | +0.2% | -0.6% | +0.7% | +0.4% |
| 30D | +0.3% | +25.3% | -25.0% | -12.9% |
| 3M | +1.3% | +10.3% | -8.9% | -5.2% |
| 6M | +54.0% | +38.0% | +15.9% | +24.4% |
| YTD | +24.3% | +17.8% | +6.5% | +9.8% |
| 1Y | +25.8% | +13.6% | +12.2% | +13.9% |
| 3Y | +26.0% | +89.2% | -63.2% | -17.8% |
| All | -41.2% | +49.9% | -91.1% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · 6 months rolling