+12,759.1%
TDG vs NOC
+1,197.5%
+11,561.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -2.4% | -1.6% | -0.9% | -1.7% |
| 30D | -8.0% | -10.4% | +2.4% | -2.8% |
| 3M | -10.5% | -5.6% | -4.9% | -8.2% |
| 6M | -11.9% | -30.4% | +18.5% | +5.5% |
| YTD | -15.4% | -8.5% | -6.9% | -12.9% |
| 1Y | -14.2% | -8.3% | -5.9% | -12.0% |
| 3Y | +51.0% | +28.2% | +22.8% | +24.9% |
| 5Y | +126.5% | +56.7% | +69.7% | +59.3% |
| 10Y | +535.6% | +189.3% | +346.2% | +196.0% |
| All | +12,759.1% | +1,197.5% | +11,561.6% | +1,901.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling