+537.0%
TDG vs NOC
+192.5%
+344.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.9% | +0.8% | -2.6% | -2.2% |
| 30D | -7.7% | -9.7% | +2.0% | -3.7% |
| 3M | -9.3% | -5.6% | -3.7% | -7.4% |
| 6M | -9.4% | -28.6% | +19.2% | +4.0% |
| YTD | -14.3% | -7.9% | -6.4% | -12.5% |
| 1Y | -11.8% | -9.5% | -2.3% | -9.4% |
| 3Y | +52.0% | +28.4% | +23.6% | +29.6% |
| 5Y | +128.8% | +59.0% | +69.9% | +66.4% |
| All | +537.0% | +192.5% | +344.5% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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