+388.1%
XYL vs TECH
+380.6%
+7.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -5.7% | +0.5% | -6.2% | -5.9% |
| 3M | -19.8% | +1.1% | -20.9% | -20.0% |
| 6M | -14.2% | +51.0% | -65.2% | -25.2% |
| YTD | -28.1% | +24.4% | -52.5% | -34.6% |
| 1Y | -35.0% | +27.4% | -62.4% | -41.4% |
| 3Y | +2.1% | +28.5% | -26.4% | -13.2% |
| 5Y | -22.1% | -40.9% | +18.8% | -14.1% |
| 10Y | +107.0% | +192.5% | -85.5% | +19.8% |
| All | +388.1% | +380.6% | +7.5% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling