-53.4%
W vs TECH
-41.1%
-12.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +3.3% | +0.2% | +3.1% | +3.1% |
| 30D | +10.5% | +0.5% | +10.0% | +10.1% |
| 3M | +9.6% | +0.9% | +8.8% | +9.0% |
| 6M | +76.4% | +51.0% | +25.3% | +24.7% |
| YTD | +16.4% | +24.4% | -8.0% | -10.8% |
| 1Y | +9.3% | +27.6% | -18.2% | -18.7% |
| 3Y | +172.8% | +29.9% | +142.9% | +78.6% |
| 5Y | -53.4% | -40.6% | -12.7% | -34.0% |
| All | -53.4% | -41.1% | -12.3% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling