-11.3%
TECH vs TLN
+583.6%
-594.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.4% |
| 7D | +0.1% | +7.1% | -6.9% | -0.5% |
| 30D | +0.7% | -3.9% | +4.6% | +1.0% |
| 3M | +36.3% | -16.2% | +52.5% | +38.1% |
| 6M | +25.6% | -5.8% | +31.4% | +25.3% |
| YTD | +23.7% | -15.4% | +39.1% | +24.2% |
| 1Y | +37.6% | -16.7% | +54.3% | +38.2% |
| 3Y | -6.6% | +473.8% | -480.3% | -26.1% |
| All | -11.3% | +583.6% | -594.8% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling