+60.4%
NOC vs TAP
+2.3%
+58.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.8% |
| 7D | -2.9% | -7.8% | +4.9% | -2.1% |
| 30D | +12.1% | +7.1% | +5.0% | +11.1% |
| 3M | -5.3% | -7.0% | +1.8% | -4.7% |
| 6M | -1.0% | -3.8% | +2.8% | -0.9% |
| YTD | -4.3% | -11.7% | +7.4% | -3.5% |
| 1Y | -3.6% | -10.1% | +6.5% | -3.0% |
| 3Y | +22.9% | -23.7% | +46.6% | +25.2% |
| 5Y | +60.4% | +2.9% | +57.5% | +46.7% |
| All | +60.4% | +2.3% | +58.1% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling