-9.7%
NOC vs TRI
-38.3%
+28.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -2.4% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | -7.2% | +7.9% | -15.1% | -7.3% |
| 3M | -5.1% | +24.1% | -29.2% | -5.6% |
| 6M | -31.1% | +3.8% | -34.9% | -31.9% |
| YTD | -8.6% | -16.9% | +8.3% | -8.7% |
| 1Y | -9.7% | -38.4% | +28.7% | -10.9% |
| All | -9.7% | -38.3% | +28.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling