+34.1%
TECH vs RUN
-48.0%
+82.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.3% |
| 7D | -0.1% | -1.8% | +1.7% | +0.1% |
| 30D | +0.3% | -10.8% | +11.1% | +1.2% |
| 3M | +32.9% | -30.2% | +63.1% | +36.2% |
| 6M | +32.1% | -22.3% | +54.4% | +34.1% |
| YTD | +23.4% | -52.2% | +75.6% | +27.8% |
| 1Y | +34.1% | -45.1% | +79.2% | +33.6% |
| All | +34.1% | -48.0% | +82.1% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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