+128.5%
TLT vs TECH
+1,190.1%
-1,061.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +3.7% | +0.3% | +3.3% | +3.7% |
| 3M | -0.8% | +1.0% | -1.8% | -0.7% |
| 6M | -3.6% | +54.0% | -57.5% | -1.4% |
| YTD | -3.9% | +24.3% | -28.2% | -2.6% |
| 1Y | -6.2% | +23.7% | -29.9% | -4.9% |
| 3Y | +4.2% | +28.5% | -24.3% | +6.9% |
| 5Y | -34.7% | -41.2% | +6.6% | -37.0% |
| 10Y | -11.8% | +189.2% | -201.0% | +4.6% |
| All | +128.5% | +1,190.1% | -1,061.6% | +223.5% |
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