+160.3%
NOC vs TXT
+100.9%
+59.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.2% |
| 7D | -0.3% | -1.1% | +0.8% | 0.0% |
| 30D | +14.1% | +17.1% | -2.9% | +8.3% |
| 3M | -4.6% | -2.6% | -2.0% | -4.0% |
| 6M | +0.7% | -4.6% | +5.3% | +1.8% |
| YTD | -2.6% | -0.3% | -2.3% | -3.3% |
| 1Y | -1.0% | +5.9% | -6.9% | -3.5% |
| 3Y | +24.5% | +14.4% | +10.1% | +15.7% |
| 5Y | +64.3% | +15.9% | +48.5% | +48.9% |
| All | +160.3% | +100.9% | +59.4% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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