-40.6%
TECH vs TRU
-26.5%
-14.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.5% | +21.3% | -20.8% | -7.7% |
| 3M | +1.1% | +0.2% | +0.9% | -0.2% |
| 6M | +62.8% | +22.4% | +40.5% | +45.5% |
| YTD | +24.5% | -4.8% | +29.3% | +22.5% |
| 1Y | +20.6% | -0.2% | +20.8% | +16.0% |
| 3Y | +29.5% | +57.9% | -28.5% | -2.1% |
| All | -40.6% | -26.5% | -14.1% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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