+6,477.2%
TRV vs NOC
+16,458.4%
-9,981.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.6% |
| 7D | -0.1% | -5.2% | +5.0% | +1.3% |
| 30D | -3.4% | -7.2% | +3.8% | -1.5% |
| 3M | +26.4% | -5.1% | +31.5% | +28.0% |
| 6M | +19.3% | -31.1% | +50.4% | +31.8% |
| YTD | +28.3% | -8.6% | +36.9% | +30.4% |
| 1Y | +34.3% | -9.7% | +44.0% | +36.7% |
| 3Y | +140.1% | +24.3% | +115.9% | +119.6% |
| 5Y | +155.7% | +52.6% | +103.1% | +117.0% |
| 10Y | +285.5% | +183.6% | +102.0% | +173.3% |
| All | +6,477.2% | +16,458.4% | -9,981.2% | +2,228.3% |
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