+168.0%
NOC vs TYL
+168.7%
-0.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.3% |
| 7D | -5.8% | +6.7% | -12.5% | -6.9% |
| 30D | +10.9% | +26.5% | -15.7% | +6.5% |
| 3M | -7.1% | +37.3% | -44.4% | -12.1% |
| 6M | -5.3% | +31.2% | -36.5% | -10.1% |
| YTD | -6.8% | -7.4% | +0.6% | -6.6% |
| 1Y | -6.7% | -9.6% | +2.8% | -6.1% |
| 3Y | +17.2% | +1.9% | +15.3% | +13.9% |
| 5Y | +56.3% | -21.1% | +77.4% | +58.5% |
| All | +168.0% | +168.7% | -0.7% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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