-41.3%
TECH vs NTRS
+93.2%
-134.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -0.4% | +1.4% | -1.8% | -1.1% |
| 30D | 0.0% | -0.7% | +0.6% | +0.2% |
| 3M | +33.7% | +11.3% | +22.3% | +26.3% |
| 6M | +34.9% | +35.5% | -0.6% | +15.1% |
| YTD | +23.2% | +40.6% | -17.4% | +2.9% |
| 1Y | +36.3% | +49.2% | -12.9% | +10.2% |
| 3Y | +2.3% | +167.2% | -165.0% | -38.1% |
| All | -41.3% | +93.2% | -134.5% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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