+96.7%
TFC vs TECH
+25.7%
+71.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +9.2% | +0.5% | +8.6% | +9.0% |
| 3M | -2.9% | +0.9% | -3.8% | -3.1% |
| 6M | +3.5% | +51.0% | -47.5% | -6.7% |
| YTD | +5.4% | +24.4% | -18.9% | -1.5% |
| 1Y | +17.3% | +27.6% | -10.3% | +8.6% |
| 3Y | +96.7% | +29.9% | +66.7% | +62.2% |
| All | +96.7% | +25.7% | +71.0% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling