-6.4%
TSLL vs TECH
+29.6%
-36.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +17.8% | +0.1% | +17.7% | +17.8% |
| 30D | +8.2% | +0.5% | +7.7% | +8.0% |
| 3M | +20.9% | +1.1% | +19.8% | +20.3% |
| 6M | -37.5% | +62.8% | -100.3% | -52.6% |
| YTD | -44.5% | +24.5% | -69.0% | -53.0% |
| 1Y | -33.0% | +20.6% | -53.6% | -42.3% |
| 3Y | -6.4% | +29.5% | -35.8% | -21.0% |
| All | -6.4% | +29.6% | -36.0% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling