+419.8%
TXN vs TECH
+189.9%
+229.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.8% | +3.8% |
| 7D | +4.0% | -0.4% | +4.4% | +4.1% |
| 30D | -2.9% | 0.0% | -2.8% | -2.8% |
| 3M | -9.1% | +33.7% | -42.7% | -18.5% |
| 6M | +36.6% | +34.9% | +1.7% | +18.6% |
| YTD | +57.5% | +23.2% | +34.3% | +40.3% |
| 1Y | +49.5% | +36.3% | +13.2% | +26.6% |
| 3Y | +76.5% | +2.3% | +74.3% | +60.1% |
| 5Y | +62.4% | -42.9% | +105.3% | +86.5% |
| All | +419.8% | +189.9% | +229.8% | +174.6% |
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