+99.7%
NOC vs TENB
+3.0%
+96.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -5.2% | -9.1% | +3.9% | -4.5% |
| 30D | -7.2% | -4.9% | -2.3% | -7.0% |
| 3M | -5.1% | +16.9% | -22.0% | -6.6% |
| 6M | -31.1% | +68.0% | -99.0% | -34.2% |
| YTD | -8.6% | +45.6% | -54.1% | -11.9% |
| 1Y | -9.7% | +12.7% | -22.5% | -11.2% |
| 3Y | +24.3% | -24.4% | +48.7% | +25.2% |
| 5Y | +52.6% | -26.7% | +79.4% | +49.7% |
| All | +99.7% | +3.0% | +96.7% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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