-10.8%
TECH vs TLN
+630.2%
-641.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | -0.4% |
| 7D | +0.2% | -1.3% | +1.5% | +0.2% |
| 30D | +0.3% | -10.5% | +10.8% | +1.1% |
| 3M | +1.3% | +0.1% | +1.2% | +0.9% |
| 6M | +54.0% | -17.4% | +71.4% | +55.3% |
| YTD | +24.3% | -9.7% | +33.9% | +23.7% |
| 1Y | +25.8% | -12.3% | +38.1% | +25.4% |
| 3Y | +26.0% | +528.3% | -502.3% | -1.5% |
| All | -10.8% | +630.2% | -641.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling