+432.8%
XYL vs TECH
+378.0%
+54.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.0% | +0.1% | -5.2% | -5.1% |
| 30D | -13.2% | +0.7% | -13.9% | -13.4% |
| 3M | -3.7% | +36.3% | -40.1% | -13.2% |
| 6M | -17.7% | +25.6% | -43.3% | -25.0% |
| YTD | -21.5% | +23.7% | -45.2% | -28.5% |
| 1Y | -24.5% | +37.6% | -62.1% | -34.1% |
| 3Y | +6.9% | -6.6% | +13.5% | +2.1% |
| 5Y | -18.1% | -42.2% | +24.2% | -9.1% |
| 10Y | +134.7% | +187.6% | -52.9% | +36.6% |
| All | +432.8% | +378.0% | +54.7% | +151.0% |
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 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