-52.1%
TSLL vs TECH
-20.8%
-31.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.1% | +10.8% | +10.9% |
| 7D | -14.3% | +0.2% | -14.5% | -14.4% |
| 30D | -6.2% | +0.5% | -6.7% | -6.4% |
| 3M | +21.2% | +0.9% | +20.3% | +20.7% |
| 6M | -36.6% | +51.0% | -87.6% | -51.1% |
| YTD | -47.8% | +24.4% | -72.1% | -56.5% |
| 1Y | -45.2% | +27.6% | -72.8% | -55.5% |
| 3Y | -3.3% | +29.9% | -33.2% | -27.2% |
| All | -52.1% | -20.8% | -31.4% | -49.9% |
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