+734.7%
TT vs NOC
+158.6%
+576.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -11.8% | +14.1% | -25.9% | -14.9% |
| 3M | -11.6% | -4.6% | -6.9% | -10.7% |
| 6M | -9.3% | +0.7% | -10.0% | -10.1% |
| YTD | +8.9% | -2.6% | +11.5% | +8.0% |
| 1Y | -2.2% | -1.0% | -1.3% | -3.5% |
| 3Y | +91.9% | +24.5% | +67.4% | +73.4% |
| 5Y | +136.0% | +64.3% | +71.7% | +85.4% |
| 10Y | +734.7% | +162.8% | +572.0% | +440.7% |
| All | +734.7% | +158.6% | +576.1% | +440.7% |
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