+59.4%
NOC vs TXG
+27.0%
+32.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.1% |
| 7D | +0.8% | +9.5% | -8.7% | +0.6% |
| 30D | -9.7% | +18.8% | -28.5% | -10.1% |
| 3M | -5.6% | +136.1% | -141.8% | -7.9% |
| 6M | -28.6% | +235.2% | -263.8% | -31.1% |
| YTD | -7.9% | +320.5% | -328.4% | -11.8% |
| 1Y | -9.5% | +425.2% | -434.7% | -14.1% |
| 3Y | +28.4% | +42.9% | -14.5% | +25.1% |
| 5Y | +59.0% | -62.8% | +121.8% | +64.2% |
| All | +59.4% | +27.0% | +32.4% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling