+0.5%
TFC vs NOC
+65.6%
-65.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +0.1% | +4.5% | -4.4% | -0.4% |
| 30D | +8.6% | +14.1% | -5.4% | +6.9% |
| 3M | -4.3% | -4.5% | +0.1% | -4.0% |
| 6M | +5.4% | -0.8% | +6.2% | +5.3% |
| YTD | +4.5% | -2.5% | +7.0% | +4.0% |
| 1Y | +14.0% | -0.1% | +14.1% | +13.1% |
| 3Y | +93.4% | +24.6% | +68.8% | +84.7% |
| 5Y | +0.5% | +65.6% | -65.1% | -16.6% |
| All | +0.5% | +65.6% | -65.1% | -16.6% |
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 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