+192.5%
TECH vs M
-3.0%
+195.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.2% | +5.0% | -4.8% | -0.5% |
| 30D | +0.5% | +10.6% | -10.1% | -0.9% |
| 3M | +1.1% | +1.6% | -0.5% | +0.6% |
| 6M | +51.0% | +30.8% | +20.2% | +45.5% |
| YTD | +24.4% | +16.9% | +7.5% | +21.1% |
| 1Y | +27.4% | +26.3% | +1.2% | +22.8% |
| 3Y | +28.5% | +158.6% | -130.1% | +12.8% |
| 5Y | -40.9% | +2.1% | -43.0% | -45.2% |
| 10Y | +192.5% | -4.3% | +196.8% | +181.0% |
| All | +192.5% | -3.0% | +195.5% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling