-22.7%
U vs TECH
+21.0%
-43.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.2% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | +27.6% | +0.5% | +27.0% | +27.1% |
| 3M | +15.3% | +1.1% | +14.2% | +14.5% |
| 6M | +96.4% | +62.8% | +33.6% | +36.2% |
| YTD | +19.6% | +24.5% | -4.9% | -3.7% |
| 1Y | +42.1% | +20.6% | +21.5% | +16.5% |
| 3Y | +87.5% | +29.5% | +58.1% | +25.8% |
| 5Y | -73.1% | -40.9% | -32.2% | -62.7% |
| All | -22.7% | +21.0% | -43.8% | -25.4% |
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