-41.7%
TECH vs TXG
-65.4%
+23.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -1.6% |
| 7D | +0.2% | +9.4% | -9.2% | -2.6% |
| 30D | +0.1% | +26.1% | -25.9% | -7.4% |
| 3M | +37.5% | +124.8% | -87.3% | +4.5% |
| 6M | +34.6% | +215.2% | -180.7% | -9.1% |
| YTD | +23.5% | +302.2% | -278.7% | -23.2% |
| 1Y | +34.4% | +370.9% | -336.5% | -22.1% |
| 3Y | +2.3% | +38.5% | -36.2% | -22.6% |
| 5Y | -41.7% | -64.4% | +22.6% | -45.4% |
| All | -41.7% | -65.4% | +23.7% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling