+189.8%
NOC vs TRU
+147.2%
+42.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +0.8% | -2.7% | +3.5% | +1.2% |
| 30D | -9.7% | -2.0% | -7.7% | -9.5% |
| 3M | -5.6% | +18.4% | -24.1% | -8.5% |
| 6M | -28.6% | +8.9% | -37.4% | -30.0% |
| YTD | -7.9% | -8.9% | +1.1% | -7.4% |
| 1Y | -9.5% | -15.9% | +6.3% | -8.0% |
| 3Y | +28.4% | -1.1% | +29.5% | +22.1% |
| 5Y | +59.0% | -35.2% | +94.1% | +68.0% |
| All | +189.8% | +147.2% | +42.7% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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