-42.4%
TECH vs CAPR
+84.7%
-127.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | +0.7% | +139.2% | -138.5% | -1.1% |
| 3M | +36.3% | -66.4% | +102.7% | +37.3% |
| 6M | +25.6% | -63.1% | +88.7% | +26.2% |
| YTD | +23.7% | -67.4% | +91.1% | +24.4% |
| 1Y | +37.6% | +58.2% | -20.6% | +28.4% |
| 3Y | -6.6% | +42.2% | -48.8% | -22.0% |
| All | -42.4% | +84.7% | -127.0% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling