+161.3%
NOC vs TMF
-83.0%
+244.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | +12.1% | +16.3% | -4.2% | +13.3% |
| 3M | -5.3% | -2.7% | -2.6% | -5.4% |
| 6M | -1.0% | -13.2% | +12.2% | -1.9% |
| YTD | -4.3% | -16.7% | +12.4% | -5.4% |
| 1Y | -3.6% | -22.7% | +19.1% | -5.2% |
| 3Y | +22.9% | -26.1% | +49.0% | +22.1% |
| 5Y | +60.4% | -88.4% | +148.8% | +29.4% |
| 10Y | +161.3% | -81.8% | +243.1% | +130.5% |
| All | +161.3% | -83.0% | +244.3% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling