+396.0%
TPR vs NOC
+24.7%
+371.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.3% | +4.8% | -5.1% | -0.2% |
| 30D | +15.1% | +11.0% | +4.1% | +15.3% |
| 3M | +3.5% | -3.8% | +7.3% | +3.3% |
| 6M | +0.4% | +0.6% | -0.2% | +0.5% |
| YTD | +4.6% | -2.3% | +6.9% | +5.2% |
| 1Y | +33.1% | +0.3% | +32.9% | +34.5% |
| 3Y | +396.0% | +24.6% | +371.4% | +408.6% |
| All | +396.0% | +24.7% | +371.3% | +408.6% |
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