+329.1%
NSC vs TECH
+187.0%
+142.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -3.2% | +0.7% | -3.9% | -3.4% |
| 3M | +7.7% | +36.3% | -28.7% | -1.2% |
| 6M | +4.5% | +25.6% | -21.1% | -3.6% |
| YTD | +15.6% | +23.7% | -8.1% | +6.5% |
| 1Y | +19.8% | +37.6% | -17.8% | +6.1% |
| 3Y | +70.1% | -6.6% | +76.7% | +63.7% |
| 5Y | +46.1% | -42.2% | +88.4% | +59.9% |
| All | +329.1% | +187.0% | +142.1% | +132.9% |
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