+299.9%
NSC vs TECH
+193.9%
+106.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | +3.9% | +0.3% | +3.6% | +3.9% |
| 3M | -0.8% | +1.0% | -1.8% | -1.0% |
| 6M | +7.1% | +54.0% | -46.9% | -5.0% |
| YTD | +16.4% | +24.3% | -7.9% | +7.3% |
| 1Y | +16.9% | +23.7% | -6.8% | +7.7% |
| 3Y | +78.4% | +28.5% | +49.9% | +54.8% |
| 5Y | +33.1% | -41.2% | +74.3% | +45.2% |
| 10Y | +299.9% | +189.2% | +110.7% | +122.9% |
| All | +299.9% | +193.9% | +106.0% | +122.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling