-20.8%
TLT vs NOC
+192.5%
-213.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.7% |
| 30D | -1.3% | -9.4% | +8.1% | -2.0% |
| 3M | -3.7% | -3.8% | +0.1% | -3.9% |
| 6M | -6.4% | -28.8% | +22.4% | -8.6% |
| YTD | -4.5% | -7.9% | +3.4% | -4.8% |
| 1Y | -5.9% | -9.0% | +3.2% | -6.2% |
| 3Y | -2.8% | +29.1% | -31.9% | +0.5% |
| 5Y | -35.1% | +58.9% | -94.0% | -30.1% |
| All | -20.8% | +192.5% | -213.3% | -5.3% |
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