+275.3%
TMUS vs TECH
+488.1%
-212.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | -3.4% | +0.3% | -3.7% | -3.4% |
| 3M | -9.5% | +1.3% | -10.8% | -9.8% |
| 6M | -15.2% | +54.0% | -69.2% | -25.3% |
| YTD | -18.9% | +24.3% | -43.2% | -25.9% |
| 1Y | -17.7% | +25.8% | -43.5% | -25.3% |
| 3Y | +15.6% | +26.0% | -10.3% | -2.8% |
| 5Y | +38.9% | -40.1% | +79.0% | +48.9% |
| 10Y | +245.3% | +210.6% | +34.7% | +58.5% |
| All | +275.3% | +488.1% | -212.8% | +11.8% |
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 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