+189.3%
NOC vs TAP
-51.4%
+240.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -1.6% | -5.1% | +3.5% | -0.5% |
| 30D | -10.4% | -8.4% | -1.9% | -8.8% |
| 3M | -5.6% | -3.9% | -1.7% | -5.1% |
| 6M | -30.4% | -14.4% | -16.0% | -28.4% |
| YTD | -8.5% | -14.7% | +6.3% | -6.0% |
| 1Y | -8.3% | -18.7% | +10.3% | -5.2% |
| 3Y | +28.2% | -32.6% | +60.9% | +36.6% |
| 5Y | +56.7% | -1.4% | +58.1% | +48.3% |
| 10Y | +189.3% | -50.4% | +239.7% | +162.4% |
| All | +189.3% | -51.4% | +240.7% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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