+100,802.5%
TECH vs NTRS
+7,612.4%
+93,190.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.1% | +0.9% | -0.9% | -0.3% |
| 30D | +0.3% | -1.2% | +1.5% | +0.6% |
| 3M | +32.9% | +8.8% | +24.2% | +29.3% |
| 6M | +32.1% | +34.7% | -2.6% | +19.9% |
| YTD | +23.4% | +37.2% | -13.9% | +11.3% |
| 1Y | +34.1% | +46.3% | -12.3% | +18.5% |
| 3Y | +2.2% | +163.2% | -161.0% | -24.6% |
| 5Y | -41.8% | +86.9% | -128.7% | -53.2% |
| 10Y | +188.9% | +250.9% | -62.0% | +85.1% |
| All | +100,802.5% | +7,612.4% | +93,190.0% | +21,472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling