-10.8%
TECH vs TLN
+683.0%
-693.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.2% | -7.2% | -0.5% |
| 7D | +0.2% | +9.1% | -8.8% | -0.6% |
| 30D | +0.5% | -4.1% | +4.6% | +0.7% |
| 3M | +0.9% | +4.4% | -3.6% | +0.1% |
| 6M | +51.0% | -6.0% | +57.1% | +50.9% |
| YTD | +24.4% | -3.1% | +27.5% | +23.1% |
| 1Y | +27.6% | -6.1% | +33.6% | +26.4% |
| 3Y | +29.9% | +575.3% | -545.4% | +0.9% |
| All | -10.8% | +683.0% | -693.8% | -31.0% |
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