+175.5%
TECH vs FTV
+119.0%
+56.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.2% | +0.2% | 0.0% | -0.1% |
| 30D | +0.3% | +15.7% | -15.3% | -7.1% |
| 3M | +1.3% | +7.5% | -6.2% | -2.9% |
| 6M | +54.0% | +8.5% | +45.5% | +46.4% |
| YTD | +24.3% | +18.8% | +5.5% | +12.2% |
| 1Y | +25.8% | +28.5% | -2.7% | +9.0% |
| 3Y | +26.0% | +34.0% | -8.0% | +7.1% |
| 5Y | -40.1% | +12.6% | -52.7% | -46.0% |
| 10Y | +210.6% | +111.4% | +99.2% | +128.0% |
| All | +175.5% | +119.0% | +56.4% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 all: compounded portfolio wealth divided by compounded FTV 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…
all analysis · Full analysis span regression · 6 months rolling