+184.1%
NOC vs TYL
+115.8%
+68.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.8% |
| 7D | -5.2% | -3.7% | -1.5% | -4.6% |
| 30D | -7.2% | +18.7% | -25.9% | -9.9% |
| 3M | -5.1% | +18.1% | -23.2% | -8.0% |
| 6M | -31.1% | -1.1% | -30.0% | -31.4% |
| YTD | -8.6% | -19.8% | +11.2% | -5.9% |
| 1Y | -9.7% | -34.3% | +24.6% | -3.6% |
| 3Y | +24.3% | -8.2% | +32.5% | +22.9% |
| 5Y | +52.6% | -25.4% | +78.0% | +54.8% |
| All | +184.1% | +115.8% | +68.3% | +115.1% |
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