+34.4%
TECH vs M
+31.9%
+2.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.4% |
| 7D | +0.2% | +2.4% | -2.2% | -0.4% |
| 30D | +0.1% | -11.6% | +11.8% | +2.8% |
| 3M | +37.5% | +1.6% | +35.9% | +36.3% |
| 6M | +34.6% | +25.2% | +9.4% | +27.0% |
| YTD | +23.5% | +3.8% | +19.7% | +20.9% |
| 1Y | +34.4% | +36.3% | -2.0% | +19.4% |
| All | +34.4% | +31.9% | +2.5% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling