-42.9%
TECH vs NTR
+45.0%
-87.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +0.2% |
| 7D | -0.5% | -2.5% | +2.0% | 0.0% |
| 30D | 0.0% | +17.0% | -17.0% | -3.1% |
| 3M | +37.4% | +22.2% | +15.3% | +31.7% |
| 6M | +36.9% | +5.2% | +31.7% | +34.8% |
| YTD | +23.1% | +29.7% | -6.6% | +15.6% |
| 1Y | +42.2% | +39.4% | +2.8% | +31.0% |
| 3Y | +1.9% | +38.2% | -36.2% | -7.9% |
| 5Y | -42.9% | +47.6% | -90.5% | -54.9% |
| All | -42.9% | +45.0% | -87.9% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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