-56.8%
TSLL vs TECH
-20.8%
-36.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.5% | +8.6% |
| 7D | -21.2% | +0.2% | -21.4% | -21.3% |
| 30D | -13.3% | +0.3% | -13.6% | -13.4% |
| 3M | +15.4% | +1.3% | +14.1% | +14.6% |
| 6M | -34.2% | +54.0% | -88.2% | -50.1% |
| YTD | -52.9% | +24.3% | -77.2% | -60.8% |
| 1Y | -54.3% | +25.8% | -80.1% | -62.5% |
| 3Y | -18.4% | +26.0% | -44.3% | -37.1% |
| All | -56.8% | -20.8% | -36.0% | -54.8% |
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