-60.3%
TSLL vs TECH
-21.0%
-39.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.1% | -21.8% | -21.8% |
| 7D | -28.9% | -0.1% | -28.8% | -28.8% |
| 30D | -21.4% | +0.3% | -21.8% | -21.6% |
| 3M | +5.0% | +1.0% | +4.0% | +4.5% |
| 6M | -36.6% | +28.6% | -65.1% | -47.2% |
| YTD | -56.6% | +24.1% | -80.7% | -63.9% |
| 1Y | -60.9% | +21.9% | -82.8% | -67.1% |
| 3Y | -25.2% | +25.7% | -50.9% | -42.3% |
| All | -60.3% | -21.0% | -39.3% | -58.3% |
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 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