+206.4%
TECH vs TMF
-84.4%
+290.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | +0.3% | +19.7% | -19.4% | -0.1% |
| 3M | +1.3% | -2.1% | +3.4% | +1.4% |
| 6M | +54.0% | -13.4% | +67.4% | +54.4% |
| YTD | +24.3% | -16.7% | +41.0% | +24.7% |
| 1Y | +25.8% | -23.3% | +49.1% | +26.5% |
| 3Y | +26.0% | -24.8% | +50.8% | +26.9% |
| 5Y | -40.1% | -88.0% | +47.9% | -46.2% |
| All | +206.4% | -84.4% | +290.8% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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