-9.7%
NOC vs TRMB
-24.7%
+14.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -5.2% | -2.5% | -2.7% | -5.0% |
| 30D | -7.2% | +1.5% | -8.7% | -7.3% |
| 3M | -5.1% | +6.8% | -11.9% | -5.7% |
| 6M | -31.1% | -14.9% | -16.1% | -30.6% |
| YTD | -8.6% | -24.1% | +15.5% | -7.1% |
| 1Y | -9.7% | -25.4% | +15.7% | -8.2% |
| All | -9.7% | -24.7% | +14.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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