-25.6%
TGT vs NOC
+57.3%
-82.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -5.0% | -1.8% | -3.3% | -4.9% |
| 30D | +3.0% | -9.4% | +12.5% | +4.1% |
| 3M | +22.6% | -3.8% | +26.5% | +23.0% |
| 6M | +31.2% | -28.8% | +60.0% | +36.1% |
| YTD | +63.7% | -7.9% | +71.6% | +63.7% |
| 1Y | +78.5% | -9.0% | +87.5% | +78.7% |
| 3Y | +40.5% | +29.1% | +11.5% | +30.8% |
| 5Y | -25.6% | +58.9% | -84.5% | -33.9% |
| All | -25.6% | +57.3% | -82.9% | -33.9% |
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