+58.9%
NOC vs TCOM
+21.5%
+37.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.6% |
| 7D | -1.8% | -6.5% | +4.8% | -1.9% |
| 30D | -9.4% | -16.2% | +6.8% | -9.8% |
| 3M | -3.8% | -19.3% | +15.5% | -4.2% |
| 6M | -28.8% | -27.2% | -1.5% | -29.2% |
| YTD | -7.9% | -46.2% | +38.3% | -9.0% |
| 1Y | -9.0% | -46.6% | +37.6% | -10.2% |
| 3Y | +29.1% | +8.4% | +20.7% | +30.4% |
| 5Y | +58.9% | +25.8% | +33.1% | +66.0% |
| All | +58.9% | +21.5% | +37.4% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling