+48.9%
TECH vs TXG
+22.9%
+25.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.1% |
| 7D | -0.5% | +5.0% | -5.5% | -1.9% |
| 30D | 0.0% | +13.5% | -13.5% | -4.0% |
| 3M | +37.4% | +128.0% | -90.6% | +5.9% |
| 6M | +36.9% | +224.4% | -187.6% | -5.9% |
| YTD | +23.1% | +307.0% | -283.9% | -21.3% |
| 1Y | +42.2% | +427.2% | -385.0% | -17.2% |
| 3Y | +1.9% | +40.2% | -38.2% | -21.6% |
| 5Y | -42.9% | -64.0% | +21.1% | -45.2% |
| All | +48.9% | +22.9% | +25.9% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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