+131.2%
TLT vs NOC
+1,652.0%
-1,520.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | -0.1% |
| 7D | -0.4% | -5.2% | +4.7% | -1.1% |
| 30D | -0.6% | -7.2% | +6.6% | -1.4% |
| 3M | -2.7% | -5.1% | +2.4% | -3.2% |
| 6M | -5.6% | -31.1% | +25.4% | -9.6% |
| YTD | -2.8% | -8.6% | +5.8% | -3.5% |
| 1Y | -1.4% | -9.7% | +8.3% | -2.2% |
| 3Y | -1.6% | +24.3% | -25.9% | +2.5% |
| 5Y | -33.8% | +52.6% | -86.4% | -28.1% |
| 10Y | -21.1% | +183.6% | -204.7% | -2.4% |
| All | +131.2% | +1,652.0% | -1,520.8% | +293.9% |
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 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