+161.3%
NOC vs TYL
+174.6%
-13.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.8% |
| 7D | -2.9% | +3.5% | -6.5% | -3.5% |
| 30D | +12.1% | +26.9% | -14.8% | +7.7% |
| 3M | -5.3% | +33.8% | -39.1% | -10.0% |
| 6M | -1.0% | +28.8% | -29.9% | -5.7% |
| YTD | -4.3% | -7.9% | +3.6% | -4.0% |
| 1Y | -3.6% | -9.8% | +6.1% | -3.0% |
| 3Y | +22.9% | +1.2% | +21.7% | +19.7% |
| 5Y | +60.4% | -22.8% | +83.2% | +63.6% |
| 10Y | +161.3% | +168.8% | -7.5% | +85.3% |
| All | +161.3% | +174.6% | -13.3% | +85.3% |
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