+157.4%
NOC vs TRMB
+102.3%
+55.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +4.8% | +2.8% | +2.0% | +4.4% |
| 30D | +11.0% | -5.9% | +16.9% | +11.8% |
| 3M | -3.8% | -3.3% | -0.5% | -3.5% |
| 6M | +0.6% | +1.3% | -0.7% | +0.1% |
| YTD | -2.3% | -29.0% | +26.7% | +1.7% |
| 1Y | +0.3% | -27.8% | +28.0% | +4.0% |
| 3Y | +24.6% | +36.3% | -11.7% | +15.6% |
| 5Y | +66.0% | -35.8% | +101.8% | +71.5% |
| All | +157.4% | +102.3% | +55.1% | +118.4% |
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