+16,820.7%
NOC vs TXT
+2,214.4%
+14,606.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +4.5% | -1.1% | +5.6% | +4.8% |
| 30D | +14.1% | +13.3% | +0.8% | +10.5% |
| 3M | -4.5% | -5.1% | +0.7% | -3.4% |
| 6M | -0.8% | -7.1% | +6.4% | +0.7% |
| YTD | -2.5% | -3.2% | +0.7% | -2.3% |
| 1Y | -0.1% | +2.3% | -2.4% | -1.2% |
| 3Y | +24.6% | +11.1% | +13.5% | +19.1% |
| 5Y | +65.6% | +10.0% | +55.6% | +56.5% |
| 10Y | +160.5% | +91.1% | +69.5% | +104.9% |
| All | +16,820.7% | +2,214.4% | +14,606.3% | +6,176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling