+24.6%
NOC vs TECK
+74.1%
-49.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.3% |
| 7D | +4.8% | -0.4% | +5.3% | +4.8% |
| 30D | +11.0% | -7.1% | +18.2% | +11.1% |
| 3M | -3.8% | -5.5% | +1.7% | -3.8% |
| 6M | +0.6% | -9.7% | +10.3% | +0.7% |
| YTD | -2.3% | +26.3% | -28.5% | -3.0% |
| 1Y | +0.3% | +44.4% | -44.1% | -0.7% |
| 3Y | +24.6% | +70.1% | -45.5% | +22.9% |
| All | +24.6% | +74.1% | -49.5% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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