-44.8%
TOST vs TECH
-43.7%
-1.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | +0.2% | +2.7% | +2.8% |
| 30D | +10.3% | +0.5% | +9.8% | +10.0% |
| 3M | -3.3% | +1.1% | -4.4% | -3.8% |
| 6M | +37.8% | +51.0% | -13.2% | +7.8% |
| YTD | -2.8% | +24.4% | -27.1% | -17.3% |
| 1Y | -9.6% | +27.4% | -37.0% | -24.5% |
| 3Y | +144.6% | +28.5% | +116.2% | +71.9% |
| 5Y | -31.0% | -40.9% | +9.9% | -5.8% |
| All | -44.8% | -43.7% | -1.1% | -22.8% |
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