-44.4%
TOST vs TECH
-43.7%
-0.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | +11.1% | +0.5% | +10.5% | +10.8% |
| 3M | +0.8% | +0.9% | 0.0% | +0.4% |
| 6M | +38.8% | +51.0% | -12.2% | +8.6% |
| YTD | -2.1% | +24.4% | -26.5% | -16.7% |
| 1Y | -6.0% | +27.6% | -33.6% | -21.6% |
| 3Y | +149.8% | +29.9% | +119.9% | +73.8% |
| 5Y | -42.8% | -40.6% | -2.1% | -21.9% |
| All | -44.4% | -43.7% | -0.7% | -22.3% |
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