+28.3%
NOC vs TECH
+1.5%
+26.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -8.9% | +0.1% | -9.0% | -8.9% |
| 3M | -3.7% | +37.5% | -41.2% | -5.3% |
| 6M | -30.8% | +34.6% | -65.4% | -32.0% |
| YTD | -7.9% | +23.5% | -31.4% | -9.3% |
| 1Y | -9.4% | +34.4% | -43.8% | -11.2% |
| All | +28.3% | +1.5% | +26.8% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling