+146.0%
TT vs NOC
+53.6%
+92.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.1% |
| 7D | 0.0% | -5.2% | +5.2% | +0.5% |
| 30D | -7.2% | -7.2% | 0.0% | -6.5% |
| 3M | -3.0% | -5.1% | +2.1% | -2.5% |
| 6M | +1.4% | -31.1% | +32.4% | +5.4% |
| YTD | +15.9% | -8.6% | +24.5% | +16.4% |
| 1Y | +9.4% | -9.7% | +19.2% | +10.0% |
| 3Y | +124.4% | +24.3% | +100.1% | +114.8% |
| All | +146.0% | +53.6% | +92.4% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling