-45.3%
TE vs NOC
-0.7%
-44.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.0% |
| 7D | -19.1% | +4.8% | -23.9% | -18.4% |
| 30D | -34.1% | +11.0% | -45.2% | -33.2% |
| 3M | -60.1% | -3.8% | -56.3% | -59.3% |
| 6M | -66.0% | +0.6% | -66.6% | -65.1% |
| YTD | -71.4% | -2.3% | -69.1% | -68.1% |
| 1Y | -45.3% | +0.3% | -45.5% | -32.6% |
| All | -45.3% | -0.7% | -44.6% | -32.6% |
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