+244.6%
TMUS vs TECH
+193.9%
+50.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +8.2% | +0.1% | +8.1% | +8.1% |
| 30D | +13.4% | +0.3% | +13.0% | +13.3% |
| 3M | -3.0% | +1.0% | -4.1% | -3.2% |
| 6M | -8.8% | +54.0% | -62.8% | -15.3% |
| YTD | -13.8% | +24.3% | -38.2% | -18.1% |
| 1Y | -17.1% | +23.7% | -40.8% | -21.3% |
| 3Y | +22.7% | +28.5% | -5.8% | +9.3% |
| 5Y | +52.8% | -41.2% | +94.1% | +66.4% |
| 10Y | +244.6% | +189.2% | +55.5% | +95.8% |
| All | +244.6% | +193.9% | +50.7% | +95.8% |
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