+183.5%
TECH vs DTE
+141.0%
+42.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.1% |
| 7D | -0.5% | -2.0% | +1.5% | +0.1% |
| 30D | 0.0% | -2.4% | +2.4% | +0.7% |
| 3M | +37.4% | -7.3% | +44.7% | +40.5% |
| 6M | +36.9% | -7.6% | +44.5% | +39.8% |
| YTD | +23.1% | +5.8% | +17.3% | +20.6% |
| 1Y | +42.2% | +2.3% | +39.9% | +40.6% |
| 3Y | +1.9% | +45.0% | -43.1% | -9.4% |
| 5Y | -42.9% | +33.2% | -76.1% | -48.3% |
| All | +183.5% | +141.0% | +42.6% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling