+1,105.8%
NOC vs TRGP
+2,231.3%
-1,125.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -5.2% | +0.8% | -6.0% | -5.3% |
| 30D | -7.2% | +11.5% | -18.7% | -8.2% |
| 3M | -5.1% | +9.0% | -14.1% | -6.0% |
| 6M | -31.1% | +20.5% | -51.6% | -32.5% |
| YTD | -8.6% | +59.5% | -68.1% | -12.9% |
| 1Y | -9.7% | +77.9% | -87.6% | -15.0% |
| 3Y | +24.3% | +253.6% | -229.3% | +8.3% |
| 5Y | +52.6% | +615.5% | -562.8% | +23.8% |
| 10Y | +183.6% | +897.1% | -713.5% | +116.6% |
| All | +1,105.8% | +2,231.3% | -1,125.5% | +544.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling