+400.0%
TECH vs INDA
+122.9%
+277.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +0.2% | +6.2% | -6.0% | -2.3% |
| 30D | +0.5% | +12.4% | -11.9% | -4.4% |
| 3M | +1.1% | +3.2% | -2.1% | -0.4% |
| 6M | +51.0% | +3.8% | +47.3% | +48.4% |
| YTD | +24.4% | -4.3% | +28.7% | +26.2% |
| 1Y | +27.4% | -4.5% | +31.9% | +29.4% |
| 3Y | +28.5% | +17.1% | +11.4% | +19.9% |
| 5Y | -40.9% | +11.0% | -51.9% | -43.8% |
| 10Y | +192.5% | +107.5% | +85.0% | +121.6% |
| All | +400.0% | +122.9% | +277.0% | +270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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