+28.4%
NOC vs TD
+127.3%
-99.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | -9.7% | -1.9% | -7.8% | -9.5% |
| 3M | -5.6% | +4.8% | -10.4% | -6.5% |
| 6M | -28.6% | +28.0% | -56.6% | -31.2% |
| YTD | -7.9% | +30.3% | -38.2% | -11.6% |
| 1Y | -9.5% | +59.8% | -69.3% | -15.7% |
| 3Y | +28.4% | +124.7% | -96.3% | +12.9% |
| All | +28.4% | +127.3% | -99.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling