+101,053.8%
TECH vs TAP
+825.0%
+100,228.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.4% |
| 30D | +0.7% | -2.1% | +2.9% | +0.9% |
| 3M | +36.3% | +6.6% | +29.7% | +35.1% |
| 6M | +25.6% | -11.5% | +37.1% | +27.2% |
| YTD | +23.7% | -10.3% | +34.0% | +25.0% |
| 1Y | +37.6% | -14.4% | +52.0% | +39.7% |
| 3Y | -6.6% | -28.3% | +21.7% | -3.3% |
| 5Y | -42.2% | +1.7% | -43.9% | -42.9% |
| 10Y | +187.6% | -49.2% | +236.8% | +199.5% |
| All | +101,053.8% | +825.0% | +100,228.8% | +86,480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling