+65.6%
NOC vs TECH
-41.4%
+107.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +4.5% | +0.2% | +4.3% | +4.5% |
| 30D | +14.1% | +0.5% | +13.6% | +14.0% |
| 3M | -4.5% | +1.0% | -5.4% | -4.5% |
| 6M | -0.8% | +54.1% | -54.8% | -3.5% |
| YTD | -2.5% | +24.4% | -26.9% | -4.2% |
| 1Y | -0.1% | +19.3% | -19.4% | -1.6% |
| 3Y | +24.6% | +28.5% | -3.9% | +20.8% |
| 5Y | +65.6% | -41.0% | +106.5% | +66.6% |
| All | +65.6% | -41.4% | +107.0% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling