+50.1%
TECH vs TW
+209.8%
-159.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -0.5% | -2.7% | +2.2% | +0.3% |
| 30D | 0.0% | -1.7% | +1.8% | +0.4% |
| 3M | +37.4% | +1.6% | +35.8% | +35.6% |
| 6M | +36.9% | -17.7% | +54.6% | +43.9% |
| YTD | +23.1% | -4.3% | +27.4% | +22.5% |
| 1Y | +42.2% | -13.1% | +55.4% | +46.0% |
| 3Y | +1.9% | +20.3% | -18.3% | -10.1% |
| 5Y | -42.9% | +22.0% | -64.9% | -51.1% |
| All | +50.1% | +209.8% | -159.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling