-84.3%
TE vs NOC
+65.6%
-149.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.0% |
| 7D | -19.1% | +4.8% | -23.9% | -18.8% |
| 30D | -34.1% | +11.0% | -45.2% | -33.8% |
| 3M | -60.1% | -3.8% | -56.3% | -60.0% |
| 6M | -66.0% | +0.6% | -66.6% | -65.8% |
| YTD | -71.4% | -2.3% | -69.1% | -71.1% |
| 1Y | -45.3% | +0.3% | -45.5% | -44.5% |
| 3Y | +9.1% | +24.6% | -15.5% | +7.9% |
| All | -84.3% | +65.6% | -149.9% | -84.7% |
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 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