+2,700.2%
TFC vs TECH
+101,053.8%
-98,353.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -1.3% | +0.7% | -2.0% | -1.4% |
| 3M | +6.1% | +36.3% | -30.3% | +0.7% |
| 6M | +7.3% | +25.6% | -18.2% | +2.4% |
| YTD | +8.2% | +23.7% | -15.5% | +3.4% |
| 1Y | +14.4% | +37.6% | -23.2% | +7.1% |
| 3Y | +93.7% | -6.6% | +100.3% | +90.1% |
| 5Y | +16.4% | -42.2% | +58.6% | +21.0% |
| 10Y | +101.6% | +187.6% | -86.0% | +66.8% |
| All | +2,700.2% | +101,053.8% | -98,353.7% | +1,635.3% |
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