+122.7%
TT vs NOC
+26.5%
+96.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.6% | -2.7% | +4.3% | +1.7% |
| 30D | -7.3% | -8.9% | +1.6% | -7.0% |
| 3M | -2.6% | -3.7% | +1.1% | -2.4% |
| 6M | +5.9% | -30.8% | +36.7% | +7.4% |
| YTD | +15.4% | -7.9% | +23.3% | +15.5% |
| 1Y | +8.2% | -9.4% | +17.7% | +8.5% |
| 3Y | +122.7% | +29.0% | +93.7% | +126.4% |
| All | +122.7% | +26.5% | +96.1% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling