+0.3%
NOC vs TLN
+1.6%
-1.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.2% |
| 7D | +4.8% | +11.0% | -6.2% | +4.8% |
| 30D | +11.0% | +4.9% | +6.1% | +11.0% |
| 3M | -3.8% | +4.9% | -8.7% | -3.8% |
| 6M | +0.6% | +7.1% | -6.5% | +0.1% |
| YTD | -2.3% | +0.3% | -2.6% | -3.4% |
| 1Y | +0.3% | +5.9% | -5.7% | -1.0% |
| All | +0.3% | +1.6% | -1.4% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling