+16,372.3%
NOC vs TRMB
+3,157.0%
+13,215.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +4.8% | +2.8% | +2.0% | +4.6% |
| 30D | +11.0% | -5.9% | +16.9% | +11.6% |
| 3M | -3.8% | -3.3% | -0.5% | -3.6% |
| 6M | +0.6% | +1.3% | -0.7% | +0.3% |
| YTD | -2.3% | -29.0% | +26.7% | +0.3% |
| 1Y | +0.3% | -27.8% | +28.0% | +2.8% |
| 3Y | +24.6% | +36.3% | -11.7% | +19.5% |
| 5Y | +66.0% | -35.8% | +101.8% | +68.6% |
| 10Y | +161.2% | +103.1% | +58.1% | +135.0% |
| All | +16,372.3% | +3,157.0% | +13,215.3% | +10,576.0% |
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 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