+28.4%
NOC vs TDY
+46.9%
-18.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +0.8% | -1.1% | +1.9% | +1.0% |
| 30D | -9.7% | -12.0% | +2.3% | -7.1% |
| 3M | -5.6% | -3.2% | -2.4% | -5.1% |
| 6M | -28.6% | -7.9% | -20.7% | -27.5% |
| YTD | -7.9% | +18.2% | -26.1% | -11.4% |
| 1Y | -9.5% | +6.7% | -16.2% | -11.2% |
| 3Y | +28.4% | +47.5% | -19.2% | +19.5% |
| All | +28.4% | +46.9% | -18.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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