-12.2%
TLT vs TECH
+187.7%
-200.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | +2.2% | +0.5% | +1.7% | +2.1% |
| 3M | -1.7% | +1.0% | -2.7% | -1.7% |
| 6M | -4.0% | +54.1% | -58.0% | -4.5% |
| YTD | -4.9% | +24.4% | -29.3% | -5.3% |
| 1Y | -7.4% | +19.3% | -26.7% | -7.7% |
| 3Y | +3.0% | +28.5% | -25.5% | +2.8% |
| 5Y | -35.1% | -41.0% | +5.9% | -37.1% |
| All | -12.2% | +187.7% | -200.0% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling