+28.4%
NOC vs TPG
+81.8%
-53.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.8% | -9.4% | +10.2% | +1.0% |
| 30D | -9.7% | -5.3% | -4.4% | -9.6% |
| 3M | -5.6% | +12.9% | -18.6% | -6.0% |
| 6M | -28.6% | +20.1% | -48.7% | -28.9% |
| YTD | -7.9% | -22.5% | +14.6% | -7.6% |
| 1Y | -9.5% | -19.7% | +10.2% | -9.3% |
| 3Y | +28.4% | +81.2% | -52.8% | +32.7% |
| All | +28.4% | +81.8% | -53.4% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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