+29.0%
NOC vs TXT
+5.7%
+23.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -8.9% | -11.1% | +2.2% | -6.0% |
| 3M | -3.7% | -13.0% | +9.3% | -0.2% |
| 6M | -30.8% | -16.2% | -14.6% | -27.8% |
| YTD | -7.9% | -8.7% | +0.8% | -6.0% |
| 1Y | -9.4% | -3.8% | -5.6% | -8.6% |
| 3Y | +29.0% | +5.5% | +23.5% | +19.8% |
| All | +29.0% | +5.7% | +23.3% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling