+310.3%
TPR vs NOC
+27.2%
+283.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -2.3% | -5.2% | +2.9% | -2.4% |
| 30D | -23.0% | -7.2% | -15.8% | -23.0% |
| 3M | -12.5% | -5.1% | -7.4% | -12.4% |
| 6M | -21.4% | -31.1% | +9.6% | -23.6% |
| YTD | -3.5% | -8.6% | +5.1% | -3.1% |
| 1Y | +17.4% | -9.7% | +27.1% | +17.9% |
| All | +310.3% | +27.2% | +283.1% | +319.8% |
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