+8,398.6%
TPR vs NOC
+2,072.5%
+6,326.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +14.2% | -5.8% | +20.0% | +16.9% |
| 30D | +17.1% | +10.9% | +6.2% | +11.8% |
| 3M | -17.7% | -7.1% | -10.6% | -15.5% |
| 6M | -10.2% | -5.3% | -4.8% | -8.8% |
| YTD | +4.9% | -6.8% | +11.7% | +6.1% |
| 1Y | +36.1% | -6.7% | +42.8% | +37.4% |
| 3Y | +416.5% | +17.2% | +399.3% | +352.4% |
| 5Y | +254.8% | +56.3% | +198.5% | +154.6% |
| 10Y | +391.7% | +173.7% | +218.0% | +170.2% |
| All | +8,398.6% | +2,072.5% | +6,326.1% | +2,189.9% |
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 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