+15,768.5%
NOC vs TSN
+890.5%
+14,878.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | -5.2% | -6.3% | +1.1% | -4.2% |
| 30D | -7.2% | -10.8% | +3.6% | -5.5% |
| 3M | -5.1% | -8.8% | +3.6% | -3.9% |
| 6M | -31.1% | -16.8% | -14.3% | -29.2% |
| YTD | -8.6% | -10.0% | +1.4% | -7.4% |
| 1Y | -9.7% | -5.3% | -4.5% | -9.5% |
| 3Y | +24.3% | +8.5% | +15.8% | +21.1% |
| 5Y | +52.6% | -22.9% | +75.6% | +55.9% |
| 10Y | +183.6% | -12.6% | +196.2% | +176.0% |
| All | +15,768.5% | +890.5% | +14,878.0% | +9,614.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling