+1,878.5%
NOC vs TCOM
+2,658.7%
-780.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -2.7% | -7.6% | +4.9% | -2.0% |
| 30D | -8.9% | -12.2% | +3.4% | -7.9% |
| 3M | -3.7% | -14.2% | +10.5% | -2.6% |
| 6M | -30.8% | -25.0% | -5.8% | -29.2% |
| YTD | -7.9% | -43.7% | +35.7% | -3.8% |
| 1Y | -9.4% | -44.5% | +35.1% | -5.3% |
| 3Y | +29.0% | +13.4% | +15.5% | +24.0% |
| 5Y | +56.1% | +26.5% | +29.6% | +43.4% |
| 10Y | +186.3% | -10.3% | +196.5% | +162.2% |
| All | +1,878.5% | +2,658.7% | -780.1% | +1,185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling