-41.8%
TECH vs TCOM
+25.9%
-67.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.3% |
| 7D | -0.1% | -10.2% | +10.1% | +1.3% |
| 30D | +0.3% | -16.8% | +17.1% | +2.7% |
| 3M | +32.9% | -16.7% | +49.6% | +35.4% |
| 6M | +32.1% | -27.1% | +59.1% | +37.3% |
| YTD | +23.4% | -45.5% | +68.9% | +33.8% |
| 1Y | +34.1% | -45.9% | +79.9% | +45.5% |
| 3Y | +2.2% | +9.8% | -7.6% | -4.1% |
| 5Y | -41.8% | +23.8% | -65.6% | -51.4% |
| All | -41.8% | +25.9% | -67.7% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling