+11,794.4%
TECH vs M
+401.4%
+11,393.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.9% |
| 7D | +0.2% | -4.3% | +4.4% | +0.7% |
| 30D | +0.3% | +1.3% | -0.9% | 0.0% |
| 3M | +1.3% | -7.4% | +8.7% | +2.2% |
| 6M | +54.0% | +18.3% | +35.6% | +49.2% |
| YTD | +24.3% | +7.6% | +16.7% | +21.7% |
| 1Y | +25.8% | +17.4% | +8.4% | +21.5% |
| 3Y | +26.0% | +108.4% | -82.4% | +9.1% |
| 5Y | -40.1% | -10.6% | -29.5% | -43.6% |
| 10Y | +210.6% | -3.2% | +213.8% | +159.4% |
| All | +11,794.4% | +401.4% | +11,393.0% | +5,707.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling