+309.1%
TMUS vs TECH
+178.6%
+130.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | +3.1% | +0.1% | +3.0% | +3.1% |
| 3M | +2.4% | +37.5% | -35.1% | -3.1% |
| 6M | -17.1% | +34.6% | -51.7% | -22.1% |
| YTD | -9.1% | +23.5% | -32.6% | -13.7% |
| 1Y | -23.6% | +34.4% | -58.0% | -29.2% |
| 3Y | +38.8% | +2.3% | +36.6% | +31.2% |
| 5Y | +43.0% | -41.7% | +84.7% | +55.8% |
| 10Y | +309.1% | +177.6% | +131.5% | +121.6% |
| All | +309.1% | +178.6% | +130.5% | +121.6% |
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 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