+116.5%
NOC vs TW
+206.7%
-90.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +0.8% | -4.5% | +5.3% | +1.4% |
| 30D | -9.7% | -2.3% | -7.4% | -9.4% |
| 3M | -5.6% | +2.6% | -8.2% | -6.2% |
| 6M | -28.6% | -17.5% | -11.0% | -27.0% |
| YTD | -7.9% | -5.3% | -2.6% | -7.6% |
| 1Y | -9.5% | -14.8% | +5.2% | -8.1% |
| 3Y | +28.4% | +18.8% | +9.5% | +24.2% |
| 5Y | +59.0% | +20.7% | +38.2% | +52.0% |
| All | +116.5% | +206.7% | -90.2% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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