+10.6%
TMO vs NOC
+58.2%
-47.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | +0.8% | -1.4% | -0.8% |
| 30D | +1.1% | -9.7% | +10.8% | +2.6% |
| 3M | +28.3% | -5.6% | +34.0% | +29.2% |
| 6M | +23.3% | -28.6% | +51.8% | +29.0% |
| YTD | +5.5% | -7.9% | +13.3% | +5.9% |
| 1Y | +24.5% | -9.5% | +34.1% | +25.3% |
| 3Y | +19.6% | +28.4% | -8.8% | +13.9% |
| All | +10.6% | +58.2% | -47.6% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling