-19.5%
TSN vs TECH
-41.8%
+22.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | -9.1% | +0.1% | -9.2% | -9.1% |
| 3M | -7.4% | +37.5% | -44.9% | -10.9% |
| 6M | -13.4% | +34.6% | -48.0% | -17.0% |
| YTD | -8.5% | +23.5% | -32.0% | -11.4% |
| 1Y | -3.2% | +34.4% | -37.6% | -7.8% |
| 3Y | +11.5% | +2.3% | +9.2% | +8.1% |
| 5Y | -19.5% | -41.7% | +22.2% | -20.5% |
| All | -19.5% | -41.8% | +22.3% | -20.5% |
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