+58.9%
NOC vs TXG
-64.0%
+123.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.7% |
| 7D | -1.8% | +5.0% | -6.8% | -1.8% |
| 30D | -9.4% | +13.5% | -23.0% | -9.5% |
| 3M | -3.8% | +128.0% | -131.9% | -4.7% |
| 6M | -28.8% | +224.4% | -253.2% | -29.8% |
| YTD | -7.9% | +307.0% | -314.9% | -9.5% |
| 1Y | -9.0% | +427.2% | -436.3% | -11.0% |
| 3Y | +29.1% | +40.2% | -11.1% | +26.6% |
| 5Y | +58.9% | -64.0% | +123.0% | +56.6% |
| All | +58.9% | -64.0% | +123.0% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling