-41.2%
TECH vs M
+0.2%
-41.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +0.1% | -3.3% | +3.4% | +0.7% |
| 30D | +0.3% | +8.1% | -7.8% | -1.8% |
| 3M | +1.0% | +2.2% | -1.2% | -0.1% |
| 6M | +54.0% | +35.1% | +18.9% | +42.2% |
| YTD | +24.3% | +15.8% | +8.5% | +18.2% |
| 1Y | +23.7% | +25.8% | -2.1% | +15.1% |
| 3Y | +28.5% | +156.2% | -127.8% | -3.0% |
| 5Y | -41.2% | -2.4% | -38.9% | -49.5% |
| All | -41.2% | +0.2% | -41.4% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling