-1.1%
TLT vs NOC
+26.5%
-27.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.4% | -2.7% | +3.1% | +0.5% |
| 30D | -0.3% | -8.9% | +8.6% | 0.0% |
| 3M | -1.7% | -3.7% | +1.9% | -1.6% |
| 6M | -4.9% | -30.8% | +25.9% | -3.6% |
| YTD | -2.8% | -7.9% | +5.2% | -2.7% |
| 1Y | -4.2% | -9.4% | +5.2% | -4.1% |
| 3Y | -1.1% | +29.0% | -30.1% | -4.8% |
| All | -1.1% | +26.5% | -27.6% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling