-42.9%
TECH vs TDY
+34.3%
-77.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -0.5% | -1.9% | +1.4% | +0.6% |
| 30D | 0.0% | -12.5% | +12.5% | +8.5% |
| 3M | +37.4% | -0.8% | +38.3% | +37.5% |
| 6M | +36.9% | -9.0% | +45.8% | +43.8% |
| YTD | +23.1% | +16.8% | +6.3% | +8.9% |
| 1Y | +42.2% | +9.5% | +32.8% | +31.0% |
| 3Y | +1.9% | +45.4% | -43.5% | -23.9% |
| 5Y | -42.9% | +37.8% | -80.7% | -57.6% |
| All | -42.9% | +34.3% | -77.2% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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