+453.1%
TECH vs BAH
+886.2%
-433.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.3% |
| 7D | +0.1% | -3.2% | +3.4% | +0.9% |
| 30D | +0.7% | +2.0% | -1.3% | +0.1% |
| 3M | +36.3% | -7.6% | +44.0% | +38.1% |
| 6M | +25.6% | -5.7% | +31.2% | +26.0% |
| YTD | +23.7% | -11.7% | +35.4% | +25.5% |
| 1Y | +37.6% | -27.4% | +65.0% | +46.4% |
| 3Y | -6.6% | -32.5% | +26.0% | -1.1% |
| 5Y | -42.2% | -3.3% | -38.9% | -45.1% |
| 10Y | +187.6% | +186.0% | +1.6% | +111.4% |
| All | +453.1% | +886.2% | -433.1% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 all: compounded portfolio wealth divided by compounded BAH 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…
all analysis · Full analysis span regression · 6 months rolling