+533.2%
XYZ vs TECH
+239.2%
+294.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -1.7% | +0.7% | -2.4% | -2.1% |
| 3M | +16.7% | +36.3% | -19.6% | -7.4% |
| 6M | +26.9% | +25.6% | +1.3% | +2.6% |
| YTD | +27.1% | +23.7% | +3.5% | +3.5% |
| 1Y | +9.3% | +37.6% | -28.4% | -19.3% |
| 3Y | +42.3% | -6.6% | +48.9% | +25.7% |
| 5Y | -69.3% | -42.2% | -27.1% | -58.3% |
| 10Y | +586.8% | +187.6% | +399.2% | +245.7% |
| All | +533.2% | +239.2% | +294.0% | +206.6% |
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