+141.9%
XYL vs TECH
+189.8%
-47.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -13.2% | 0.0% | -13.2% | -13.2% |
| 3M | -0.2% | +37.4% | -37.6% | -10.2% |
| 6M | -12.5% | +36.9% | -49.4% | -22.6% |
| YTD | -20.9% | +23.1% | -44.0% | -27.8% |
| 1Y | -21.6% | +42.2% | -63.8% | -32.3% |
| 3Y | +16.1% | +1.9% | +14.2% | +7.3% |
| 5Y | -15.6% | -42.9% | +27.3% | -4.8% |
| All | +141.9% | +189.8% | -47.9% | +26.2% |
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