+81.3%
USB vs TECH
+187.9%
-106.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +8.4% | +0.5% | +7.9% | +8.3% |
| 3M | -5.5% | +1.1% | -6.6% | -5.8% |
| 6M | +17.7% | +62.8% | -45.1% | +1.6% |
| YTD | +17.6% | +24.5% | -6.9% | +7.8% |
| 1Y | +33.9% | +20.6% | +13.2% | +23.9% |
| 3Y | +103.8% | +29.5% | +74.4% | +77.7% |
| 5Y | +25.6% | -40.9% | +66.5% | +34.6% |
| All | +81.3% | +187.9% | -106.6% | +2.0% |
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