+189.8%
NOC vs TSN
-5.9%
+195.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -1.8% | +1.4% | -3.1% | -2.0% |
| 30D | -9.4% | -6.2% | -3.3% | -8.5% |
| 3M | -3.8% | -5.7% | +1.8% | -3.0% |
| 6M | -28.8% | -11.4% | -17.4% | -27.5% |
| YTD | -7.9% | -8.2% | +0.3% | -7.0% |
| 1Y | -9.0% | -2.0% | -7.0% | -9.5% |
| 3Y | +29.1% | +11.9% | +17.2% | +24.4% |
| 5Y | +58.9% | -17.8% | +76.7% | +61.1% |
| All | +189.8% | -5.9% | +195.7% | +187.4% |
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