+58.9%
NOC vs TRGP
+627.0%
-568.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | -9.4% | +10.0% | -19.4% | -10.8% |
| 3M | -3.8% | +7.6% | -11.5% | -5.1% |
| 6M | -28.8% | +26.8% | -55.5% | -31.8% |
| YTD | -7.9% | +60.6% | -68.4% | -15.3% |
| 1Y | -9.0% | +82.5% | -91.5% | -18.4% |
| 3Y | +29.1% | +265.0% | -236.0% | -4.7% |
| 5Y | +58.9% | +645.9% | -586.9% | +0.7% |
| All | +58.9% | +627.0% | -568.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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