+116.4%
NOC vs TW
+211.4%
-95.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.1% |
| 7D | -2.7% | -3.5% | +0.8% | -2.2% |
| 30D | -8.9% | +0.5% | -9.4% | -9.0% |
| 3M | -3.7% | +4.9% | -8.6% | -4.5% |
| 6M | -30.8% | -17.1% | -13.7% | -29.3% |
| YTD | -7.9% | -3.9% | -4.1% | -7.9% |
| 1Y | -9.4% | -13.3% | +3.8% | -8.2% |
| 3Y | +29.0% | +20.9% | +8.1% | +24.5% |
| 5Y | +56.1% | +20.5% | +35.6% | +49.4% |
| All | +116.4% | +211.4% | -95.1% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling