+16,510.8%
NOC vs TAP
+810.2%
+15,700.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.8% |
| 7D | -2.9% | -7.8% | +4.9% | -1.9% |
| 30D | +12.1% | +7.1% | +5.0% | +10.9% |
| 3M | -5.3% | -7.0% | +1.8% | -4.5% |
| 6M | -1.0% | -3.8% | +2.8% | -0.8% |
| YTD | -4.3% | -11.7% | +7.4% | -3.2% |
| 1Y | -3.6% | -10.1% | +6.5% | -2.8% |
| 3Y | +22.9% | -23.7% | +46.6% | +25.8% |
| 5Y | +60.4% | +2.9% | +57.5% | +55.8% |
| 10Y | +161.3% | -49.5% | +210.7% | +170.7% |
| All | +16,510.8% | +810.2% | +15,700.6% | +13,935.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling