+14,847.0%
TT vs NOC
+17,233.0%
-2,386.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +3.7% |
| 7D | +1.7% | -2.9% | +4.7% | +2.8% |
| 30D | -11.8% | +12.1% | -24.0% | -15.5% |
| 3M | -12.6% | -5.3% | -7.3% | -11.4% |
| 6M | -9.4% | -1.0% | -8.3% | -9.9% |
| YTD | +8.8% | -4.3% | +13.1% | +8.5% |
| 1Y | -2.5% | -3.6% | +1.1% | -3.2% |
| 3Y | +95.7% | +22.9% | +72.7% | +73.9% |
| 5Y | +135.7% | +60.4% | +75.4% | +83.7% |
| 10Y | +750.6% | +161.3% | +589.4% | +432.4% |
| All | +14,847.0% | +17,233.0% | -2,386.0% | +3,284.8% |
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 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