+189.8%
NOC vs TNA
+86.1%
+103.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +0.8% | -7.3% | +8.0% | +1.6% |
| 30D | -9.7% | -14.2% | +4.5% | -8.2% |
| 3M | -5.6% | -4.6% | -1.1% | -5.5% |
| 6M | -28.6% | +36.9% | -65.5% | -31.9% |
| YTD | -7.9% | +42.5% | -50.4% | -12.8% |
| 1Y | -9.5% | +45.8% | -55.3% | -15.1% |
| 3Y | +28.4% | +104.7% | -76.3% | +8.6% |
| 5Y | +59.0% | -21.7% | +80.6% | +44.1% |
| All | +189.8% | +86.1% | +103.7% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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