+8,131.0%
TMO vs TECH
+100,802.5%
-92,671.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +1.0% | +0.3% | +0.7% | +0.9% |
| 3M | +22.7% | +32.9% | -10.2% | +14.9% |
| 6M | +19.0% | +32.1% | -13.1% | +11.0% |
| YTD | +4.7% | +23.4% | -18.6% | -1.0% |
| 1Y | +26.0% | +34.1% | -8.0% | +16.9% |
| 3Y | +18.0% | +2.2% | +15.8% | +14.6% |
| 5Y | +8.0% | -41.8% | +49.8% | +16.2% |
| 10Y | +333.8% | +188.9% | +144.9% | +250.7% |
| All | +8,131.0% | +100,802.5% | -92,671.5% | +3,812.6% |
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