-44.5%
TOST vs TECH
-43.6%
-0.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +16.2% | +0.5% | +15.7% | +15.9% |
| 3M | -1.5% | +1.1% | -2.6% | -2.1% |
| 6M | +55.3% | +62.8% | -7.5% | +16.5% |
| YTD | -2.3% | +24.5% | -26.8% | -17.0% |
| 1Y | -5.5% | +20.6% | -26.2% | -18.4% |
| 3Y | +151.1% | +29.5% | +121.7% | +75.3% |
| 5Y | -27.9% | -40.9% | +13.0% | -1.7% |
| All | -44.5% | -43.6% | -0.9% | -22.5% |
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