+397.3%
TECH vs INDA
+115.1%
+282.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | +0.7% | -0.8% | +1.5% | +1.0% |
| 3M | +36.3% | +3.9% | +32.4% | +34.1% |
| 6M | +25.6% | -0.7% | +26.3% | +25.6% |
| YTD | +23.7% | -7.7% | +31.3% | +27.6% |
| 1Y | +37.6% | -5.1% | +42.7% | +40.2% |
| 3Y | -6.6% | +13.6% | -20.2% | -11.6% |
| 5Y | -42.2% | +7.8% | -50.0% | -44.3% |
| 10Y | +187.6% | +84.6% | +102.9% | +125.9% |
| All | +397.3% | +115.1% | +282.2% | +274.1% |
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