+59.3%
NOC vs TXG
+21.5%
+37.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.6% |
| 7D | -2.7% | +9.4% | -12.1% | -2.9% |
| 30D | -8.9% | +26.1% | -34.9% | -9.4% |
| 3M | -3.7% | +124.8% | -128.5% | -5.9% |
| 6M | -30.8% | +215.2% | -246.0% | -33.1% |
| YTD | -7.9% | +302.2% | -310.2% | -11.8% |
| 1Y | -9.4% | +370.9% | -380.4% | -13.8% |
| 3Y | +29.0% | +38.5% | -9.5% | +25.7% |
| 5Y | +56.1% | -64.4% | +120.4% | +61.4% |
| All | +59.3% | +21.5% | +37.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling