+28.5%
TECH vs CAPR
+222.5%
-194.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.9% | +9.9% | +0.1% |
| 7D | +0.2% | +7.6% | -7.4% | +0.1% |
| 30D | +0.5% | +13.3% | -12.8% | +0.3% |
| 3M | +1.1% | +130.4% | -129.3% | -0.1% |
| 6M | +51.0% | -70.8% | +121.8% | +51.8% |
| YTD | +24.4% | -69.3% | +93.6% | +24.8% |
| 1Y | +27.4% | +59.5% | -32.1% | +22.1% |
| 3Y | +28.5% | +216.8% | -188.3% | +4.8% |
| All | +28.5% | +222.5% | -194.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling