+2,628.6%
TFC vs TECH
+101,612.5%
-98,983.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | -2.9% | +0.9% | -3.8% | -3.0% |
| 6M | +3.5% | +51.0% | -47.5% | -3.4% |
| YTD | +5.4% | +24.4% | -18.9% | +0.6% |
| 1Y | +17.3% | +27.6% | -10.3% | +11.5% |
| 3Y | +96.7% | +29.9% | +66.7% | +83.8% |
| 5Y | -1.1% | -40.6% | +39.5% | +2.5% |
| 10Y | +84.7% | +196.7% | -112.0% | +52.3% |
| All | +2,628.6% | +101,612.5% | -98,983.9% | +1,589.6% |
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