+181.2%
TSCO vs TECH
+189.9%
-8.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | -0.4% | -5.2% | -5.6% |
| 30D | -8.8% | 0.0% | -8.7% | -8.7% |
| 3M | +6.3% | +33.7% | -27.3% | -1.9% |
| 6M | -32.3% | +34.9% | -67.2% | -38.4% |
| YTD | -32.7% | +23.2% | -55.9% | -37.5% |
| 1Y | -43.7% | +36.3% | -80.0% | -49.4% |
| 3Y | -19.7% | +2.3% | -21.9% | -24.7% |
| 5Y | -11.6% | -42.9% | +31.3% | -3.2% |
| All | +181.2% | +189.9% | -8.7% | +79.4% |
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