+2,180.0%
NOC vs TNA
+944.8%
+1,235.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | +0.1% |
| 7D | -1.6% | -3.6% | +2.0% | -1.0% |
| 30D | -10.4% | -10.1% | -0.3% | -9.0% |
| 3M | -5.6% | +2.7% | -8.3% | -6.5% |
| 6M | -30.4% | +38.4% | -68.8% | -34.8% |
| YTD | -8.5% | +45.4% | -53.9% | -15.3% |
| 1Y | -8.3% | +55.9% | -64.3% | -16.8% |
| 3Y | +28.2% | +109.8% | -81.6% | +2.2% |
| 5Y | +56.7% | -22.5% | +79.2% | +36.0% |
| 10Y | +189.3% | +87.5% | +101.8% | +69.2% |
| All | +2,180.0% | +944.8% | +1,235.3% | +551.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling