-11.4%
TECH vs TLN
+602.5%
-613.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -0.4% |
| 7D | +0.2% | +10.9% | -10.7% | -0.7% |
| 30D | +0.1% | -6.3% | +6.4% | +0.6% |
| 3M | +37.5% | -10.7% | +48.2% | +38.5% |
| 6M | +34.6% | +1.6% | +33.0% | +33.3% |
| YTD | +23.5% | -13.1% | +36.6% | +23.7% |
| 1Y | +34.4% | -15.1% | +49.4% | +34.7% |
| 3Y | +2.3% | +495.0% | -492.7% | -19.4% |
| All | -11.4% | +602.5% | -613.9% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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