+2.3%
TECH vs RUN
-35.6%
+37.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.6% |
| 7D | +0.2% | +10.2% | -10.0% | -0.9% |
| 30D | +0.1% | -9.6% | +9.7% | +1.1% |
| 3M | +37.5% | -31.5% | +69.0% | +42.3% |
| 6M | +34.6% | -18.7% | +53.3% | +36.1% |
| YTD | +23.5% | -49.9% | +73.4% | +29.6% |
| 1Y | +34.4% | -45.5% | +79.9% | +38.5% |
| 3Y | +2.3% | -34.1% | +36.4% | -12.6% |
| All | +2.3% | -35.6% | +37.8% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling