+23.4%
NOC vs TLN
+602.5%
-579.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.8% |
| 7D | -2.7% | +10.9% | -13.6% | -2.4% |
| 30D | -8.9% | -6.3% | -2.6% | -9.0% |
| 3M | -3.7% | -10.7% | +7.0% | -3.9% |
| 6M | -30.8% | +1.6% | -32.4% | -30.7% |
| YTD | -7.9% | -13.1% | +5.1% | -8.1% |
| 1Y | -9.4% | -15.1% | +5.6% | -9.6% |
| 3Y | +29.0% | +495.0% | -466.0% | +39.7% |
| All | +23.4% | +602.5% | -579.1% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling