+59.6%
TXN vs NOC
+58.2%
+1.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | +0.8% | +3.2% | +3.9% |
| 30D | -2.9% | -9.7% | +6.8% | -2.2% |
| 3M | -9.1% | -5.6% | -3.5% | -8.8% |
| 6M | +36.6% | -28.6% | +65.2% | +40.9% |
| YTD | +57.5% | -7.9% | +65.4% | +57.8% |
| 1Y | +49.5% | -9.5% | +59.1% | +50.1% |
| 3Y | +76.5% | +28.4% | +48.2% | +69.1% |
| All | +59.6% | +58.2% | +1.4% | +46.6% |
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 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