+97.2%
TFC vs TECH
+179.6%
-82.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.3% | +0.3% | -2.6% | -2.4% |
| 3M | +2.5% | +32.9% | -30.5% | -6.5% |
| 6M | +9.5% | +32.1% | -22.6% | -1.5% |
| YTD | +5.1% | +23.4% | -18.3% | -3.8% |
| 1Y | +15.5% | +34.1% | -18.6% | +2.0% |
| 3Y | +95.2% | +2.2% | +93.0% | +81.7% |
| 5Y | +14.5% | -41.8% | +56.3% | +23.8% |
| 10Y | +97.2% | +188.9% | -91.7% | +6.0% |
| All | +97.2% | +179.6% | -82.4% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling