+16,860.8%
NOC vs TSN
+1,033.0%
+15,827.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 3M | -3.8% | +5.3% | -9.1% | -4.7% |
| 6M | +0.6% | -10.5% | +11.1% | +2.2% |
| YTD | -2.3% | +3.0% | -5.2% | -3.3% |
| 1Y | +0.3% | +12.1% | -11.9% | -2.2% |
| 3Y | +24.6% | +43.1% | -18.5% | +16.1% |
| 5Y | +66.0% | -15.1% | +81.1% | +66.9% |
| 10Y | +161.2% | +14.8% | +146.4% | +143.5% |
| All | +16,860.8% | +1,033.0% | +15,827.8% | +10,051.2% |
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