+19.3%
TPR vs NOC
-7.1%
+26.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.1% | +4.2% |
| 7D | +12.6% | -5.0% | +17.6% | +13.5% |
| 30D | +7.1% | +10.3% | -3.2% | +5.2% |
| 3M | -19.4% | -4.3% | -15.0% | -18.8% |
| 6M | -9.7% | -6.5% | -3.2% | -8.8% |
| YTD | -1.0% | -6.7% | +5.7% | +2.3% |
| 1Y | +19.3% | -7.5% | +26.8% | +21.9% |
| All | +19.3% | -7.1% | +26.4% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling