+2,700.2%
TFC vs NOC
+16,458.4%
-13,758.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | +2.4% | -5.2% | +7.6% | +4.0% |
| 30D | -1.3% | -7.2% | +5.9% | +0.8% |
| 3M | +6.1% | -5.1% | +11.2% | +7.4% |
| 6M | +7.3% | -31.1% | +38.4% | +19.1% |
| YTD | +8.2% | -8.6% | +16.8% | +9.9% |
| 1Y | +14.4% | -9.7% | +24.2% | +16.5% |
| 3Y | +93.7% | +24.3% | +69.4% | +74.9% |
| 5Y | +16.4% | +52.6% | -36.2% | -3.8% |
| 10Y | +101.6% | +183.6% | -82.0% | +38.5% |
| All | +2,700.2% | +16,458.4% | -13,758.2% | +1,083.8% |
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 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