+143.6%
TE vs NOC
-9.0%
+152.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -6.7% |
| 7D | +0.9% | -1.8% | +2.6% | +0.9% |
| 30D | -16.3% | -9.4% | -6.8% | -16.3% |
| 3M | -40.8% | -3.8% | -36.9% | -40.3% |
| 6M | -42.6% | -28.8% | -13.8% | -39.4% |
| YTD | -31.4% | -7.9% | -23.6% | -26.0% |
| All | +143.6% | -9.0% | +152.6% | +168.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling