+2,841.5%
NOC vs TD
+7,879.0%
-5,037.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -5.2% | +0.3% | -5.5% | -5.3% |
| 30D | -7.2% | +0.4% | -7.6% | -7.4% |
| 3M | -5.1% | +7.6% | -12.7% | -7.3% |
| 6M | -31.1% | +25.0% | -56.1% | -35.6% |
| YTD | -8.6% | +31.0% | -39.6% | -15.7% |
| 1Y | -9.7% | +65.2% | -74.9% | -22.3% |
| 3Y | +24.3% | +122.5% | -98.2% | -3.0% |
| 5Y | +52.6% | +124.8% | -72.2% | +17.3% |
| 10Y | +183.6% | +298.2% | -114.6% | +81.4% |
| All | +2,841.5% | +7,879.0% | -5,037.5% | +935.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling