+234.7%
TMUS vs TECH
+204.1%
+30.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.1% | +4.1% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +13.5% | +0.5% | +13.0% | +13.5% |
| 3M | -4.2% | +0.9% | -5.1% | -4.4% |
| 6M | -11.9% | +51.0% | -62.9% | -17.9% |
| YTD | -15.6% | +24.4% | -39.9% | -19.8% |
| 1Y | -16.8% | +27.6% | -44.4% | -21.5% |
| 3Y | +20.8% | +29.9% | -9.1% | +7.3% |
| 5Y | +48.0% | -40.6% | +88.7% | +60.7% |
| 10Y | +234.7% | +196.7% | +38.0% | +91.2% |
| All | +234.7% | +204.1% | +30.6% | +91.2% |
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