+16,820.7%
NOC vs TYL
+14,670.5%
+2,150.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | +4.5% | -1.6% | +6.1% | +4.6% |
| 30D | +14.1% | +22.1% | -8.0% | +12.7% |
| 3M | -4.5% | +33.4% | -37.8% | -6.1% |
| 6M | -0.8% | +36.8% | -37.6% | -2.7% |
| YTD | -2.5% | -6.7% | +4.2% | -2.6% |
| 1Y | -0.1% | -9.2% | +9.1% | -0.1% |
| 3Y | +24.6% | +1.2% | +23.4% | +23.6% |
| 5Y | +65.6% | -23.0% | +88.6% | +65.7% |
| 10Y | +160.5% | +182.0% | -21.5% | +142.3% |
| All | +16,820.7% | +14,670.5% | +2,150.3% | +13,545.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling