+736.3%
TT vs NOC
+160.0%
+576.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | +4.0% | +4.8% | -0.8% | +2.8% |
| 30D | -11.3% | +11.0% | -22.4% | -13.8% |
| 3M | -12.3% | -3.8% | -8.5% | -11.7% |
| 6M | -10.8% | +0.6% | -11.5% | -11.5% |
| YTD | +8.2% | -2.3% | +10.4% | +7.2% |
| 1Y | +1.5% | +0.3% | +1.2% | -0.2% |
| 3Y | +91.5% | +24.6% | +66.9% | +73.0% |
| 5Y | +130.2% | +66.0% | +64.2% | +80.1% |
| All | +736.3% | +160.0% | +576.3% | +439.7% |
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