-49.3%
TE vs NOC
+58.2%
-107.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.2% | +0.8% | -0.6% | +0.2% |
| 30D | -5.9% | -9.7% | +3.8% | -6.1% |
| 3M | -45.6% | -5.6% | -39.9% | -45.5% |
| 6M | -43.4% | -28.6% | -14.8% | -43.2% |
| YTD | -31.0% | -7.9% | -23.1% | -30.6% |
| 1Y | +145.2% | -9.5% | +154.7% | +146.4% |
| 3Y | -24.1% | +28.4% | -52.4% | -26.2% |
| All | -49.3% | +58.2% | -107.6% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling