+157.4%
NOC vs TSN
+14.5%
+142.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | +4.8% | -1.4% | +6.3% | +5.1% |
| 30D | +11.0% | +8.5% | +2.6% | +9.3% |
| 3M | -3.8% | +5.3% | -9.1% | -4.9% |
| 6M | +0.6% | -10.5% | +11.1% | +2.4% |
| YTD | -2.3% | +3.0% | -5.2% | -3.5% |
| 1Y | +0.3% | +12.1% | -11.9% | -2.8% |
| 3Y | +24.6% | +43.1% | -18.5% | +14.4% |
| 5Y | +66.0% | -15.1% | +81.1% | +67.4% |
| All | +157.4% | +14.5% | +142.9% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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