+123.7%
XRT vs TECH
+178.6%
-55.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | -5.6% | +0.1% | -5.8% | -5.7% |
| 3M | +2.5% | +37.5% | -34.9% | -8.2% |
| 6M | +3.7% | +34.6% | -30.9% | -8.1% |
| YTD | +1.0% | +23.5% | -22.5% | -8.2% |
| 1Y | -1.2% | +34.4% | -35.6% | -13.4% |
| 3Y | +43.4% | +2.3% | +41.1% | +33.0% |
| 5Y | -0.7% | -41.7% | +41.0% | +8.8% |
| 10Y | +123.7% | +177.6% | -53.9% | +24.4% |
| All | +123.7% | +178.6% | -55.0% | +24.4% |
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