-9.0%
NOC vs TXT
-1.4%
-7.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +1.0% |
| 7D | -1.8% | -0.2% | -1.5% | -1.7% |
| 30D | -9.4% | -10.2% | +0.8% | -6.0% |
| 3M | -3.8% | -13.3% | +9.4% | +0.7% |
| 6M | -28.8% | -14.4% | -14.4% | -25.1% |
| YTD | -7.9% | -9.1% | +1.2% | -6.2% |
| 1Y | -9.0% | -2.2% | -6.9% | -8.8% |
| All | -9.0% | -1.4% | -7.6% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling