+24.6%
NOC vs TCOM
+26.7%
-2.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.3% |
| 7D | +4.8% | -1.8% | +6.6% | +4.8% |
| 30D | +11.0% | +12.1% | -1.0% | +11.3% |
| 3M | -3.8% | -3.2% | -0.6% | -3.8% |
| 6M | +0.6% | -16.6% | +17.3% | +0.4% |
| YTD | -2.3% | -39.4% | +37.1% | -3.3% |
| 1Y | +0.3% | -41.5% | +41.8% | -0.9% |
| 3Y | +24.6% | +24.4% | +0.2% | +28.4% |
| All | +24.6% | +26.7% | -2.1% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling