+50.4%
TECH vs TXG
+7.8%
+42.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.4% |
| 7D | 0.0% | -1.8% | +1.9% | +0.3% |
| 30D | +0.4% | -20.4% | +20.8% | +5.0% |
| 3M | +1.0% | +0.1% | +0.9% | -3.0% |
| 6M | +62.7% | +176.2% | -113.5% | +13.8% |
| YTD | +24.3% | +256.8% | -232.5% | -20.3% |
| 1Y | +20.5% | +255.9% | -235.4% | -23.1% |
| 3Y | +29.3% | +60.2% | -30.9% | -6.8% |
| 5Y | -41.0% | -65.1% | +24.1% | -44.2% |
| All | +50.4% | +7.8% | +42.6% | +14.6% |
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