+21.1%
NOC vs TSLQ
-97.3%
+118.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.0% | +8.7% | +0.6% |
| 7D | -2.7% | -8.6% | +5.9% | -2.7% |
| 30D | -8.9% | -24.9% | +16.0% | -9.0% |
| 3M | -3.7% | -1.5% | -2.2% | -3.6% |
| 6M | -30.8% | -18.1% | -12.7% | -30.8% |
| YTD | -7.9% | -0.1% | -7.8% | -7.7% |
| 1Y | -9.4% | -51.4% | +41.9% | -9.7% |
| 3Y | +29.0% | -95.9% | +124.9% | +25.4% |
| All | +21.1% | -97.3% | +118.3% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling