+129.5%
TLT vs NOC
+1,774.4%
-1,644.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.1% |
| 7D | -1.0% | +4.9% | -5.9% | -0.5% |
| 30D | +4.1% | +13.6% | -9.5% | +5.7% |
| 3M | -0.4% | -3.9% | +3.5% | -0.7% |
| 6M | -3.2% | +1.4% | -4.6% | -2.8% |
| YTD | -3.5% | -2.2% | -1.3% | -3.4% |
| 1Y | -5.8% | -1.2% | -4.6% | -5.5% |
| 3Y | +4.6% | +25.0% | -20.4% | +8.8% |
| 5Y | -34.4% | +66.0% | -100.4% | -28.0% |
| 10Y | -11.4% | +161.4% | -172.8% | +7.8% |
| All | +129.5% | +1,774.4% | -1,644.9% | +294.3% |
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 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