+189.3%
NOC vs TMF
-86.2%
+275.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.7% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | -10.4% | -1.0% | -9.4% | -10.4% |
| 3M | -5.6% | -11.3% | +5.7% | -6.4% |
| 6M | -30.4% | -22.7% | -7.7% | -31.6% |
| YTD | -8.5% | -17.3% | +8.9% | -9.6% |
| 1Y | -8.3% | -22.5% | +14.1% | -9.8% |
| 3Y | +28.2% | -43.2% | +71.4% | +24.2% |
| 5Y | +56.7% | -88.3% | +145.0% | +26.6% |
| 10Y | +189.3% | -86.0% | +275.4% | +149.5% |
| All | +189.3% | -86.2% | +275.6% | +149.5% |
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