+56.7%
NOC vs TSN
-20.2%
+76.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | -1.6% | -7.3% | +5.7% | -0.4% |
| 30D | -10.4% | -8.6% | -1.7% | -9.1% |
| 3M | -5.6% | -7.5% | +1.9% | -4.5% |
| 6M | -30.4% | -14.1% | -16.3% | -28.9% |
| YTD | -8.5% | -9.4% | +1.0% | -7.5% |
| 1Y | -8.3% | -4.1% | -4.3% | -8.6% |
| 3Y | +28.2% | +10.3% | +17.9% | +24.0% |
| 5Y | +56.7% | -19.7% | +76.4% | +57.4% |
| All | +56.7% | -20.2% | +76.9% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling