+683.8%
TEL vs TECH
+495.9%
+187.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +3.0% | +0.1% | +2.8% | +2.9% |
| 30D | -3.9% | +0.7% | -4.6% | -4.2% |
| 3M | -5.1% | +36.3% | -41.5% | -17.7% |
| 6M | +0.6% | +25.6% | -25.0% | -11.7% |
| YTD | -7.3% | +23.7% | -31.0% | -18.6% |
| 1Y | +1.1% | +37.6% | -36.5% | -16.4% |
| 3Y | +63.7% | -6.6% | +70.3% | +52.5% |
| 5Y | +50.7% | -42.2% | +92.9% | +71.7% |
| 10Y | +290.2% | +187.6% | +102.6% | +69.4% |
| All | +683.8% | +495.9% | +187.9% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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