-40.6%
TECH vs ALLE
+55.0%
-95.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.5% |
| 7D | +0.2% | -0.6% | +0.9% | +0.5% |
| 30D | +0.5% | +26.6% | -26.1% | -13.2% |
| 3M | +0.9% | +13.2% | -12.3% | -7.1% |
| 6M | +51.0% | +42.9% | +8.2% | +19.4% |
| YTD | +24.4% | +21.0% | +3.3% | +8.1% |
| 1Y | +27.6% | +15.2% | +12.4% | +14.7% |
| 3Y | +29.9% | +95.6% | -65.7% | -16.9% |
| 5Y | -40.6% | +53.4% | -94.1% | -58.1% |
| All | -40.6% | +55.0% | -95.6% | -58.1% |
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