+182.8%
TECH vs RUN
-30.6%
+213.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.2% | -0.5% |
| 7D | +0.1% | +3.2% | -3.1% | -0.5% |
| 30D | +0.3% | +19.5% | -19.2% | -2.2% |
| 3M | +1.0% | -9.6% | +10.6% | +1.5% |
| 6M | +54.0% | -37.3% | +91.3% | +60.6% |
| YTD | +24.3% | -50.7% | +75.0% | +30.8% |
| 1Y | +23.7% | -54.1% | +77.8% | +31.0% |
| 3Y | +28.5% | -3.9% | +32.4% | +8.4% |
| 5Y | -41.2% | -84.4% | +43.2% | -42.2% |
| 10Y | +189.2% | +77.5% | +111.7% | +130.1% |
| All | +182.8% | -30.6% | +213.4% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling