+49.6%
TECH vs TXG
+16.0%
+33.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +0.1% | +1.8% | -1.7% | -0.5% |
| 30D | +0.7% | +32.0% | -31.3% | -8.0% |
| 3M | +36.3% | +87.0% | -50.7% | +11.1% |
| 6M | +25.6% | +180.1% | -154.5% | -9.9% |
| YTD | +23.7% | +284.1% | -260.4% | -19.5% |
| 1Y | +37.6% | +361.7% | -324.0% | -16.7% |
| 3Y | -6.6% | +15.9% | -22.5% | -24.3% |
| 5Y | -42.2% | -66.2% | +23.9% | -43.6% |
| All | +49.6% | +16.0% | +33.6% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling