+2.2%
TECH vs DTE
+45.3%
-43.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.3% |
| 7D | -0.5% | -2.0% | +1.5% | +0.3% |
| 30D | 0.0% | -2.4% | +2.4% | +0.9% |
| 3M | +37.4% | -7.3% | +44.7% | +41.6% |
| 6M | +36.9% | -7.6% | +44.5% | +40.9% |
| YTD | +23.1% | +5.8% | +17.3% | +18.9% |
| 1Y | +42.2% | +2.3% | +39.9% | +39.1% |
| All | +2.2% | +45.3% | -43.1% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling