+1,455.8%
TECH vs TDY
+7,071.3%
-5,615.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | +0.1% | -12.5% | +12.6% | +3.6% |
| 3M | +37.5% | -1.2% | +38.7% | +37.9% |
| 6M | +34.6% | -6.6% | +41.1% | +36.6% |
| YTD | +23.5% | +18.5% | +5.0% | +17.9% |
| 1Y | +34.4% | +10.8% | +23.6% | +30.4% |
| 3Y | +2.3% | +47.5% | -45.2% | -7.6% |
| 5Y | -41.7% | +35.8% | -77.5% | -46.2% |
| 10Y | +177.6% | +459.0% | -281.3% | +83.7% |
| All | +1,455.8% | +7,071.3% | -5,615.5% | +589.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling