+15,311.4%
NOC vs TRMB
+3,381.2%
+11,930.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 3M | -5.1% | +6.8% | -11.9% | -5.8% |
| 6M | -31.1% | -14.9% | -16.1% | -30.2% |
| YTD | -8.6% | -24.1% | +15.5% | -6.6% |
| 1Y | -9.7% | -25.4% | +15.7% | -7.7% |
| 3Y | +24.3% | +8.0% | +16.3% | +21.7% |
| 5Y | +52.6% | -37.3% | +89.9% | +55.5% |
| 10Y | +183.6% | +116.8% | +66.8% | +153.9% |
| All | +15,311.4% | +3,381.2% | +11,930.2% | +9,840.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling