+20,419.5%
TXN vs NOC
+16,586.0%
+3,833.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.2% |
| 7D | +2.0% | -1.8% | +3.7% | +2.5% |
| 30D | -8.0% | -9.4% | +1.5% | -5.4% |
| 3M | -7.8% | -3.8% | -3.9% | -7.3% |
| 6M | +32.4% | -28.8% | +61.2% | +45.0% |
| YTD | +51.7% | -7.9% | +59.6% | +53.3% |
| 1Y | +44.3% | -9.0% | +53.3% | +46.2% |
| 3Y | +71.3% | +29.1% | +42.2% | +52.5% |
| 5Y | +56.4% | +58.9% | -2.5% | +27.3% |
| 10Y | +410.2% | +191.2% | +219.0% | +237.9% |
| All | +20,419.5% | +16,586.0% | +3,833.4% | +4,925.9% |
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