+189.3%
TECH vs M
-7.1%
+196.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.1% |
| 7D | +0.1% | +7.0% | -6.9% | -0.7% |
| 30D | +0.5% | +8.9% | -8.4% | -0.7% |
| 3M | +1.1% | +4.5% | -3.4% | +0.3% |
| 6M | +62.8% | +36.2% | +26.6% | +56.1% |
| YTD | +24.5% | +15.1% | +9.3% | +21.4% |
| 1Y | +20.6% | +27.4% | -6.8% | +16.1% |
| 3Y | +29.5% | +160.1% | -130.7% | +13.6% |
| 5Y | -40.9% | -1.6% | -39.3% | -45.1% |
| All | +189.3% | -7.1% | +196.4% | +177.3% |
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