+21.2%
NOC vs TSLQ
-97.2%
+118.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.7% |
| 7D | -1.8% | +5.7% | -7.4% | -1.7% |
| 30D | -9.4% | -21.1% | +11.6% | -9.5% |
| 3M | -3.8% | -11.5% | +7.7% | -3.9% |
| 6M | -28.8% | -14.9% | -13.8% | -28.7% |
| YTD | -7.9% | +2.4% | -10.3% | -7.6% |
| 1Y | -9.0% | -49.8% | +40.7% | -9.3% |
| 3Y | +29.1% | -95.8% | +124.9% | +25.5% |
| All | +21.2% | -97.2% | +118.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 5y: compounded portfolio wealth divided by compounded TSLQ 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…
5y analysis · Full analysis span regression · 6 months rolling