+28.4%
NOC vs TNA
+99.7%
-71.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.7% |
| 7D | -1.8% | -7.6% | +5.8% | -1.5% |
| 30D | -9.4% | -13.6% | +4.2% | -9.1% |
| 3M | -3.8% | +2.8% | -6.7% | -4.1% |
| 6M | -28.8% | +34.5% | -63.3% | -29.7% |
| YTD | -7.9% | +41.0% | -48.9% | -9.3% |
| 1Y | -9.0% | +52.0% | -61.1% | -10.7% |
| All | +28.4% | +99.7% | -71.3% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling