+2,000.1%
NOC vs TCOM
+2,868.4%
-868.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.2% |
| 7D | +4.8% | -1.8% | +6.6% | +5.0% |
| 30D | +11.0% | +12.1% | -1.0% | +9.9% |
| 3M | -3.8% | -3.2% | -0.6% | -3.6% |
| 6M | +0.6% | -16.6% | +17.3% | +2.0% |
| YTD | -2.3% | -39.4% | +37.1% | +1.4% |
| 1Y | +0.3% | -41.5% | +41.8% | +4.3% |
| 3Y | +24.6% | +24.4% | +0.2% | +18.9% |
| 5Y | +66.0% | +41.6% | +24.4% | +51.0% |
| 10Y | +161.2% | +6.5% | +154.6% | +135.0% |
| All | +2,000.1% | +2,868.4% | -868.4% | +1,255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling