+58.9%
NOC vs TW
+19.6%
+39.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | -1.8% | -2.7% | +1.0% | -1.5% |
| 30D | -9.4% | -1.7% | -7.7% | -9.3% |
| 3M | -3.8% | +1.6% | -5.4% | -4.2% |
| 6M | -28.8% | -17.7% | -11.1% | -27.7% |
| YTD | -7.9% | -4.3% | -3.5% | -7.8% |
| 1Y | -9.0% | -13.1% | +4.1% | -8.3% |
| 3Y | +29.1% | +20.3% | +8.8% | +28.6% |
| 5Y | +58.9% | +22.0% | +37.0% | +56.6% |
| All | +58.9% | +19.6% | +39.3% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling