+2,624.8%
TFC vs TECH
+101,570.6%
-98,945.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +7.8% | +0.3% | +7.4% | +7.7% |
| 3M | -3.0% | +1.0% | -4.0% | -3.1% |
| 6M | +5.8% | +54.0% | -48.2% | -1.5% |
| YTD | +5.3% | +24.3% | -19.0% | +0.5% |
| 1Y | +15.7% | +23.7% | -8.0% | +10.4% |
| 3Y | +94.8% | +28.5% | +66.3% | +82.4% |
| 5Y | 0.0% | -41.2% | +41.3% | +3.8% |
| 10Y | +79.0% | +189.2% | -110.2% | +48.1% |
| All | +2,624.8% | +101,570.6% | -98,945.8% | +1,587.4% |
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