+22.5%
NOC vs TLN
+583.6%
-561.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.3% | -2.4% |
| 7D | -5.2% | +7.1% | -12.2% | -5.0% |
| 30D | -7.2% | -3.9% | -3.3% | -7.3% |
| 3M | -5.1% | -16.2% | +11.0% | -5.5% |
| 6M | -31.1% | -5.8% | -25.3% | -31.1% |
| YTD | -8.6% | -15.4% | +6.8% | -8.8% |
| 1Y | -9.7% | -16.7% | +6.9% | -9.9% |
| 3Y | +24.3% | +473.8% | -449.5% | +34.5% |
| All | +22.5% | +583.6% | -561.0% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling