+515.6%
TECH vs TMF
-68.9%
+584.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.1% | -1.4% | +1.5% | 0.0% |
| 30D | +0.7% | -2.8% | +3.5% | +0.6% |
| 3M | +36.3% | -10.9% | +47.3% | +35.6% |
| 6M | +25.6% | -21.3% | +46.9% | +24.2% |
| YTD | +23.7% | -15.9% | +39.6% | +22.8% |
| 1Y | +37.6% | -15.7% | +53.4% | +36.7% |
| 3Y | -6.6% | -43.4% | +36.8% | -9.1% |
| 5Y | -42.2% | -87.8% | +45.5% | -51.2% |
| 10Y | +187.6% | -86.7% | +274.3% | +160.1% |
| All | +515.6% | -68.9% | +584.5% | +576.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling