+750.6%
TT vs TECH
+204.1%
+546.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | -11.8% | +0.5% | -12.3% | -11.9% |
| 3M | -12.6% | +0.9% | -13.5% | -12.8% |
| 6M | -9.4% | +51.0% | -60.4% | -18.5% |
| YTD | +8.8% | +24.4% | -15.6% | +0.9% |
| 1Y | -2.5% | +27.6% | -30.1% | -10.3% |
| 3Y | +95.7% | +29.9% | +65.7% | +69.6% |
| 5Y | +135.7% | -40.6% | +176.4% | +157.1% |
| 10Y | +750.6% | +196.7% | +553.9% | +398.5% |
| All | +750.6% | +204.1% | +546.5% | +398.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling