+206.4%
TECH vs TAP
-49.3%
+255.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.9% |
| 7D | +0.2% | +0.5% | -0.4% | 0.0% |
| 30D | +0.3% | +9.1% | -8.8% | -1.4% |
| 3M | +1.3% | -3.8% | +5.1% | +1.7% |
| 6M | +54.0% | -3.4% | +57.4% | +54.2% |
| YTD | +24.3% | -10.6% | +34.9% | +26.0% |
| 1Y | +25.8% | -4.4% | +30.2% | +25.8% |
| 3Y | +26.0% | -24.4% | +50.3% | +31.1% |
| 5Y | -40.1% | +2.1% | -42.2% | -40.5% |
| All | +206.4% | -49.3% | +255.7% | +213.6% |
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