+15,818.7%
TT vs NOC
+16,458.4%
-639.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.5% |
| 7D | -0.2% | -5.2% | +4.9% | +1.6% |
| 30D | -7.4% | -7.2% | -0.2% | -5.1% |
| 3M | -3.2% | -5.1% | +1.9% | -1.8% |
| 6M | +1.1% | -31.1% | +32.2% | +14.3% |
| YTD | +15.6% | -8.6% | +24.2% | +17.5% |
| 1Y | +9.2% | -9.7% | +18.9% | +11.3% |
| 3Y | +124.4% | +24.3% | +100.1% | +98.0% |
| 5Y | +138.0% | +52.6% | +85.4% | +88.9% |
| 10Y | +886.4% | +183.6% | +702.8% | +500.0% |
| All | +15,818.7% | +16,458.4% | -639.7% | +3,576.8% |
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