+162.8%
NOC vs TYL
+169.5%
-6.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.6% |
| 7D | -0.3% | +4.3% | -4.6% | -1.1% |
| 30D | +14.1% | +28.0% | -13.8% | +9.4% |
| 3M | -4.6% | +32.3% | -37.0% | -9.2% |
| 6M | +0.7% | +29.9% | -29.2% | -4.2% |
| YTD | -2.6% | -7.1% | +4.5% | -2.4% |
| 1Y | -1.0% | -9.2% | +8.3% | -0.4% |
| 3Y | +24.5% | +0.7% | +23.8% | +21.3% |
| 5Y | +64.3% | -21.1% | +85.4% | +66.7% |
| 10Y | +162.8% | +180.8% | -18.0% | +85.4% |
| All | +162.8% | +169.5% | -6.8% | +85.4% |
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