+196.7%
TECH vs TAP
-49.5%
+246.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.2% | -7.8% | +8.0% | +1.6% |
| 30D | +0.5% | +7.1% | -6.6% | -0.9% |
| 3M | +0.9% | -7.0% | +7.9% | +1.9% |
| 6M | +51.0% | -3.8% | +54.8% | +51.3% |
| YTD | +24.4% | -11.7% | +36.1% | +26.3% |
| 1Y | +27.6% | -10.1% | +37.7% | +29.1% |
| 3Y | +29.9% | -23.7% | +53.6% | +35.1% |
| 5Y | -40.6% | +2.9% | -43.5% | -41.0% |
| 10Y | +196.7% | -49.5% | +246.2% | +209.7% |
| All | +196.7% | -49.5% | +246.2% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling