+957.3%
TT vs NOC
+186.7%
+770.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | -6.7% | -10.4% | +3.7% | -4.0% |
| 3M | -5.4% | -5.6% | +0.2% | -4.2% |
| 6M | +4.4% | -30.4% | +34.8% | +14.7% |
| YTD | +14.9% | -8.5% | +23.4% | +16.2% |
| 1Y | +9.3% | -8.3% | +17.6% | +10.3% |
| 3Y | +121.7% | +28.2% | +93.5% | +96.4% |
| 5Y | +148.2% | +56.7% | +91.4% | +95.8% |
| 10Y | +957.3% | +189.3% | +767.9% | +502.7% |
| All | +957.3% | +186.7% | +770.6% | +502.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling