+15,768.5%
NOC vs TECH
+101,053.8%
-85,285.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -7.2% | +0.7% | -7.9% | -7.3% |
| 3M | -5.1% | +36.3% | -41.5% | -8.0% |
| 6M | -31.1% | +25.6% | -56.6% | -33.0% |
| YTD | -8.6% | +23.7% | -32.3% | -11.1% |
| 1Y | -9.7% | +37.6% | -47.4% | -13.3% |
| 3Y | +24.3% | -6.6% | +30.9% | +22.1% |
| 5Y | +52.6% | -42.2% | +94.9% | +55.3% |
| 10Y | +183.6% | +187.6% | -4.0% | +144.8% |
| All | +15,768.5% | +101,053.8% | -85,285.4% | +10,392.0% |
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