TECH100 Portfolio Analytics
A portfolio research workspace built only on the model families and analytics the merged TECH100 backend contract actually supports.
As of 2026-04-01
Daily model tape
Latest close across the supported model set
The ribbon rolls the latest daily YTD return, volatility, drawdown, concentration, and governance metrics. Motion pauses on hover and keyboard focus.
These are latest daily analytics, not intraday prices. Unsupported factor families remain intentionally absent from the tape.
Analytics workspace
Momentum Tilt
Benchmark weights tilted by the supported 20-day momentum signal.
How to read the selected model
Momentum-aware tilt using only the supported 20-day momentum signal.
The headline strip uses only metrics already proven live in the portfolio analytics backend: return, volatility, drawdown, concentration, governance, and supported tilts.
Comparison
Relative performance since the range start
All supported models are rebased to the selected range so differences read as cumulative return, not raw index points.
Chart method
Relative view rebases each portfolio at the selected range start. Volatility and drawdown reuse the same control bar without implying unsupported factor families or a live optimizer.
Supported model families
Comparison table and factor lens
The table keeps the supported models on one full-width surface so the differences read clearly without squeezing them into side cards.
Lens definitions
Governance, momentum, low volatility, concentration, and sector tilt are live-backed. Classical value, fundamental quality, dividend yield, and small-cap families are intentionally absent.
| Model | YTD | 20D vol | Drawdown | Top 5 | Gov. | 20D mom | 60D low vol | Sector tilt |
|---|---|---|---|---|---|---|---|---|
| -3.27% | 28.37% | -9.70% | 26.09% | 76.0 | -4.15% | 39.86% | 0.00% | |
| -21.79% | 57.14% | -32.86% | 24.57% | 77.8 | -4.15% | 39.86% | 10.27% | |
| -16.27% | 46.33% | -25.20% | 31.48% | 79.7 | -4.44% | 40.05% | 12.17% | |
| -20.83% | 65.43% | -32.56% | 34.77% | 77.2 | -1.94% | 42.49% | 13.35% | |
| -22.56% | 66.44% | -31.97% | 33.46% | 77.9 | -5.25% | 36.13% | 11.44% | |
| -16.52% | 45.90% | -25.76% | 36.96% | 79.3 | -2.34% | 42.44% | 13.37% |
Composition
Holdings, attribution, and sector tilt
Switch the surface instead of forcing the key tables and charts into cramped side columns.
Data availability
Missing holdings, sector rows, or constraint rows hide only the affected surface. The rest of the workspace remains usable.
Holdings table
The table keeps the core portfolio view visible by default and swaps the auxiliary columns when you change the view.
| Company | Weight | Active | Benchmark | YTD bp | Quality |
|---|---|---|---|---|---|
| 7.46% | 3.27% | 4.19% | 169.08 | REAL | |
|
ARM
Arm Holdings
Information Technology
|
7.35% | 3.40% | 3.94% | 180.26 | REAL |
| 7.22% | 3.24% | 3.98% | -9.07 | REAL | |
|
PANW
Palo Alto Networks
Information Technology
|
6.56% | 2.70% | 3.86% | -70.22 | REAL |
| 6.20% | 2.30% | 3.89% | -53.43 | REAL | |
| 5.65% | 1.86% | 3.79% | -105.66 | REAL | |
| 5.64% | 1.78% | 3.87% | -16.62 | REAL | |
| 5.44% | 1.57% | 3.88% | -17.40 | REAL | |
| 5.20% | 1.33% | 3.88% | -21.66 | REAL | |
|
GOOGL
Alphabet (Google)
Communication Services
|
4.99% | 1.01% | 3.98% | -28.84 | REAL |
| 4.88% | 1.04% | 3.84% | -67.40 | REAL | |
| 4.37% | 0.55% | 3.82% | -74.64 | REAL |
Attribution focus
Contribution is shown in basis points and responds to the window selected in the workspace control bar.
Sector tilt
Displayed when sector rows exist for the selected model and date.
| Sector | Active | YTD bp |
|---|---|---|
| Information Technology | 17.94% | -441.68 |
| Consumer Discretionary | 2.30% | -53.43 |
| Industrials | -1.39% | -11.29 |
| Health Care | -0.79% | -53.73 |
| Communication Services | 0.61% | -65.75 |
Sector rows are unavailable for the selected model or date. The rest of the workspace remains usable.
Research design
Method, inputs, and limits
Secondary explanation stays tucked away until requested, but the page still documents what is supported and what is intentionally absent.
Research inputs and constraints
- Fully invested: Yes
- Live Optimizer: No
- Long only: Yes
- Max Constituents: 25
- Rebalance Source: TECH100_REBALANCE_DATES
- Solver Mode: PRECOMPUTED_ONLY
- Universe Source: TECH100_TOP25_ACTIVE
- Weight Construction: BENCHMARK_X_MOMENTUM_RANK
Constraint rows are not available for the selected model on this environment.
What the controls do
- Model changes the entire workspace and can also be selected from the rolling ribbon or the comparison table.
- Compare against changes the active-return and active-risk baseline without implying unsupported analytics.
- Metric switches between relative performance, rolling volatility, and drawdown using the same aligned date set.
- Attribution window updates both the attribution surface and the attribution view inside the holdings table.
Supported now
- Official TECH100 benchmark
- Equal weight, governance tilt, momentum tilt, low volatility tilt, and governance + momentum model portfolios
- Rolling volatility, drawdown, and concentration analytics
- Governance composite summaries from the existing TECH100 dataset
- Sector weights and sector contribution when sector rows are present
- Attribution windows for 1D, 5D, 20D, MTD, and YTD
- Precomputed optimizer-ready inputs and portfolio constraints
Intentionally deferred
- Classical value, fundamental quality, dividend yield, and small-cap factor families
- Fundamentally weighted portfolios
- A live optimizer or on-demand portfolio solver
- A full institutional factor risk model