+28.5%
TECH vs RUN
-12.5%
+40.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.6% | +10.6% | +1.0% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | +0.5% | +14.0% | -13.5% | -1.2% |
| 3M | +1.1% | -11.8% | +12.8% | +1.8% |
| 6M | +51.0% | -40.4% | +91.4% | +57.4% |
| YTD | +24.4% | -52.7% | +77.0% | +30.4% |
| 1Y | +27.4% | -52.5% | +80.0% | +33.2% |
| 3Y | +28.5% | -7.7% | +36.2% | +4.8% |
| All | +28.5% | -12.5% | +40.9% | +4.8% |
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