-41.8%
TECH vs DTE
+31.9%
-73.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +0.3% | -0.5% | +0.8% | +0.5% |
| 3M | +32.9% | -6.0% | +39.0% | +36.2% |
| 6M | +32.1% | -7.2% | +39.3% | +35.7% |
| YTD | +23.4% | +7.2% | +16.2% | +19.0% |
| 1Y | +34.1% | +4.1% | +30.0% | +30.6% |
| 3Y | +2.2% | +46.9% | -44.7% | -15.6% |
| 5Y | -41.8% | +32.9% | -74.7% | -49.2% |
| All | -41.8% | +31.9% | -73.7% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling