+189.8%
NOC vs TRMB
+121.9%
+68.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +0.8% | -3.0% | +3.8% | +1.2% |
| 30D | -9.7% | +2.3% | -12.0% | -10.0% |
| 3M | -5.6% | +15.3% | -21.0% | -7.6% |
| 6M | -28.6% | -14.7% | -13.9% | -27.3% |
| YTD | -7.9% | -26.4% | +18.5% | -4.4% |
| 1Y | -9.5% | -30.4% | +20.9% | -5.5% |
| 3Y | +28.4% | +13.5% | +14.8% | +22.6% |
| 5Y | +59.0% | -38.6% | +97.5% | +66.2% |
| All | +189.8% | +121.9% | +68.0% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling