+15.6%
TFC vs TECH
-41.8%
+57.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | +2.2% | +0.2% | +2.1% | +2.2% |
| 30D | -2.5% | +0.1% | -2.6% | -2.5% |
| 3M | +4.5% | +37.5% | -32.9% | -4.6% |
| 6M | +11.0% | +34.6% | -23.6% | +0.3% |
| YTD | +5.9% | +23.5% | -17.6% | -2.1% |
| 1Y | +14.6% | +34.4% | -19.8% | +2.3% |
| 3Y | +96.7% | +2.3% | +94.5% | +83.9% |
| 5Y | +15.6% | -41.7% | +57.3% | +14.8% |
| All | +15.6% | -41.8% | +57.4% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling