+186.4%
TECH vs TMF
-86.8%
+273.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +0.7% | -2.8% | +3.5% | +0.8% |
| 3M | +36.3% | -10.9% | +47.3% | +36.7% |
| 6M | +25.6% | -21.3% | +46.9% | +26.2% |
| YTD | +23.7% | -15.9% | +39.6% | +24.1% |
| 1Y | +37.6% | -15.7% | +53.4% | +38.2% |
| 3Y | -6.6% | -43.4% | +36.8% | -6.6% |
| 5Y | -42.2% | -87.8% | +45.5% | -47.8% |
| All | +186.4% | -86.8% | +273.2% | +195.5% |
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