+14,178.8%
TT vs NOC
+16,780.9%
-2,602.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.0% | -5.8% | +3.8% | 0.0% |
| 30D | -14.0% | +10.9% | -24.9% | -17.3% |
| 3M | -15.9% | -7.1% | -8.8% | -14.1% |
| 6M | -17.3% | -5.3% | -12.0% | -16.5% |
| YTD | +4.0% | -6.8% | +10.8% | +4.5% |
| 1Y | -7.1% | -6.7% | -0.4% | -6.7% |
| 3Y | +90.2% | +17.2% | +73.1% | +71.9% |
| 5Y | +131.1% | +56.3% | +74.8% | +81.7% |
| 10Y | +777.7% | +173.7% | +604.0% | +439.1% |
| All | +14,178.8% | +16,780.9% | -2,602.1% | +3,162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling