+59.1%
NOC vs TNA
-23.3%
+82.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +0.8% | -7.3% | +8.0% | +1.2% |
| 30D | -9.7% | -14.2% | +4.5% | -9.0% |
| 3M | -5.6% | -4.6% | -1.1% | -5.6% |
| 6M | -28.6% | +36.9% | -65.5% | -30.2% |
| YTD | -7.9% | +42.5% | -50.4% | -10.3% |
| 1Y | -9.5% | +45.8% | -55.3% | -12.2% |
| 3Y | +28.4% | +104.7% | -76.3% | +18.6% |
| All | +59.1% | -23.3% | +82.4% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling