+177.6%
TECH vs TAP
-52.1%
+229.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.6% |
| 7D | +0.2% | -2.3% | +2.5% | +0.6% |
| 30D | +0.1% | -9.4% | +9.5% | +1.8% |
| 3M | +37.5% | -0.8% | +38.3% | +37.4% |
| 6M | +34.6% | -14.7% | +49.3% | +38.0% |
| YTD | +23.5% | -13.9% | +37.4% | +26.3% |
| 1Y | +34.4% | -18.6% | +53.0% | +38.6% |
| 3Y | +2.3% | -32.0% | +34.3% | +8.4% |
| 5Y | -41.7% | -1.0% | -40.7% | -41.7% |
| 10Y | +177.6% | -51.4% | +229.0% | +198.9% |
| All | +177.6% | -52.1% | +229.7% | +198.9% |
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