+130.5%
TECH vs NTR
+100.5%
+29.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.3% |
| 7D | +0.1% | +8.1% | -8.0% | -1.8% |
| 30D | +0.7% | +18.8% | -18.0% | -3.5% |
| 3M | +36.3% | +16.2% | +20.1% | +31.0% |
| 6M | +25.6% | +9.8% | +15.8% | +21.7% |
| YTD | +23.7% | +30.9% | -7.2% | +14.4% |
| 1Y | +37.6% | +41.8% | -4.1% | +24.0% |
| 3Y | -6.6% | +35.8% | -42.4% | -16.2% |
| 5Y | -42.2% | +51.0% | -93.3% | -52.6% |
| All | +130.5% | +100.5% | +29.9% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling