-48.5%
TE vs NOC
+55.6%
-104.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.7% | +9.3% | +10.0% |
| 7D | +18.2% | -2.7% | +20.9% | +18.2% |
| 30D | -13.5% | -8.9% | -4.6% | -13.6% |
| 3M | -44.6% | -3.7% | -40.9% | -44.6% |
| 6M | -24.7% | -30.8% | +6.1% | -24.6% |
| YTD | -24.3% | -7.9% | -16.3% | -24.0% |
| 1Y | +155.6% | -9.4% | +165.0% | +156.3% |
| 3Y | -18.3% | +29.0% | -47.2% | -19.2% |
| 5Y | -41.3% | +56.1% | -97.4% | -41.6% |
| All | -48.5% | +55.6% | -104.1% | -48.5% |
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