+56.7%
NOC vs TECH
-42.1%
+98.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -10.4% | +0.3% | -10.7% | -10.4% |
| 3M | -5.6% | +32.9% | -38.5% | -7.2% |
| 6M | -30.4% | +32.1% | -62.5% | -31.7% |
| YTD | -8.5% | +23.4% | -31.9% | -10.0% |
| 1Y | -8.3% | +34.1% | -42.4% | -10.4% |
| 3Y | +28.2% | +2.2% | +26.0% | +26.4% |
| 5Y | +56.7% | -41.8% | +98.5% | +55.3% |
| All | +56.7% | -42.1% | +98.9% | +55.3% |
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