+162.2%
W vs TECH
+179.6%
-17.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +5.9% | -0.1% | +6.0% | +6.0% |
| 30D | -3.0% | +0.3% | -3.3% | -3.2% |
| 3M | +40.3% | +32.9% | +7.4% | +10.6% |
| 6M | +32.2% | +32.1% | +0.2% | -1.2% |
| YTD | -0.3% | +23.4% | -23.7% | -22.6% |
| 1Y | +16.2% | +34.1% | -17.9% | -18.5% |
| 3Y | +40.7% | +2.2% | +38.5% | +22.1% |
| 5Y | -62.3% | -41.8% | -20.5% | -46.5% |
| 10Y | +162.2% | +188.9% | -26.7% | +14.1% |
| All | +162.2% | +179.6% | -17.3% | +14.1% |
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