-9.7%
NOC vs TXG
+372.5%
-382.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | -5.2% | +1.8% | -7.0% | -5.2% |
| 30D | -7.2% | +32.0% | -39.2% | -7.1% |
| 3M | -5.1% | +87.0% | -92.1% | -5.3% |
| 6M | -31.1% | +180.1% | -211.1% | -31.9% |
| YTD | -8.6% | +284.1% | -292.7% | -10.7% |
| 1Y | -9.7% | +361.7% | -371.4% | -12.8% |
| All | -9.7% | +372.5% | -382.2% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling