+1,640.8%
NOC vs TMF
-68.9%
+1,709.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | -5.2% | -1.4% | -3.7% | -5.3% |
| 30D | -7.2% | -2.8% | -4.4% | -7.5% |
| 3M | -5.1% | -10.9% | +5.8% | -6.2% |
| 6M | -31.1% | -21.3% | -9.8% | -32.8% |
| YTD | -8.6% | -15.9% | +7.3% | -10.1% |
| 1Y | -9.7% | -15.7% | +6.0% | -11.1% |
| 3Y | +24.3% | -43.4% | +67.6% | +18.7% |
| 5Y | +52.6% | -87.8% | +140.4% | +20.7% |
| 10Y | +183.6% | -86.7% | +270.3% | +143.2% |
| All | +1,640.8% | -68.9% | +1,709.7% | +1,995.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling