+203.6%
TGT vs NOC
+192.5%
+11.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.2% | +0.8% | -6.0% | -5.4% |
| 30D | +1.2% | -9.7% | +10.9% | +3.5% |
| 3M | +18.4% | -5.6% | +24.0% | +19.6% |
| 6M | +33.4% | -28.6% | +62.0% | +43.9% |
| YTD | +63.8% | -7.9% | +71.7% | +64.9% |
| 1Y | +77.2% | -9.5% | +86.7% | +78.9% |
| 3Y | +41.8% | +28.4% | +13.4% | +27.0% |
| 5Y | -25.5% | +59.0% | -84.5% | -39.5% |
| All | +203.6% | +192.5% | +11.1% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling