+17.2%
NOC vs TMF
-25.3%
+42.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -5.8% | +1.2% | -7.0% | -5.9% |
| 30D | +10.9% | +19.7% | -8.9% | +10.2% |
| 3M | -7.1% | -2.1% | -5.0% | -7.2% |
| 6M | -5.3% | -13.4% | +8.1% | -5.2% |
| YTD | -6.8% | -16.7% | +9.9% | -6.6% |
| 1Y | -6.7% | -23.3% | +16.6% | -6.3% |
| 3Y | +17.2% | -24.8% | +42.0% | +19.6% |
| All | +17.2% | -25.3% | +42.5% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling