+7,716.4%
TPR vs NOC
+2,031.0%
+5,685.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.0% |
| 7D | -2.3% | -5.2% | +2.9% | -0.1% |
| 30D | -23.0% | -7.2% | -15.8% | -20.6% |
| 3M | -12.5% | -5.1% | -7.4% | -10.9% |
| 6M | -21.4% | -31.1% | +9.6% | -8.8% |
| YTD | -3.5% | -8.6% | +5.1% | -1.2% |
| 1Y | +17.4% | -9.7% | +27.1% | +20.4% |
| 3Y | +291.3% | +24.3% | +267.0% | +232.5% |
| 5Y | +241.9% | +52.6% | +189.3% | +147.5% |
| 10Y | +322.7% | +183.6% | +139.1% | +129.1% |
| All | +7,716.4% | +2,031.0% | +5,685.4% | +2,031.8% |
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 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