-42.4%
TECH vs COO
-38.8%
-3.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.9% |
| 7D | +0.1% | -2.2% | +2.3% | +1.5% |
| 30D | +0.7% | -7.0% | +7.7% | +5.2% |
| 3M | +36.3% | +12.2% | +24.1% | +25.4% |
| 6M | +25.6% | -15.1% | +40.7% | +38.5% |
| YTD | +23.7% | -15.1% | +38.8% | +36.5% |
| 1Y | +37.6% | +2.3% | +35.3% | +34.3% |
| 3Y | -6.6% | -23.7% | +17.1% | +6.1% |
| All | -42.4% | -38.8% | -3.6% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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