-29.5%
TOST vs TECH
-41.3%
+11.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +8.9% | +0.3% | +8.5% | +8.7% |
| 3M | -2.2% | +1.0% | -3.2% | -2.8% |
| 6M | +41.0% | +54.0% | -13.0% | +8.7% |
| YTD | -4.0% | +24.3% | -28.3% | -18.5% |
| 1Y | -9.6% | +23.7% | -33.3% | -23.3% |
| 3Y | +141.7% | +28.5% | +113.2% | +67.8% |
| 5Y | -29.5% | -41.2% | +11.7% | +17.8% |
| All | -29.5% | -41.3% | +11.8% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling