+8,131.0%
TMO vs NOC
+16,477.4%
-8,346.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -0.5% | -1.6% | +1.1% | -0.1% |
| 30D | +1.0% | -10.4% | +11.4% | +3.9% |
| 3M | +22.7% | -5.6% | +28.3% | +24.2% |
| 6M | +19.0% | -30.4% | +49.4% | +30.6% |
| YTD | +4.7% | -8.5% | +13.2% | +6.3% |
| 1Y | +26.0% | -8.3% | +34.3% | +27.7% |
| 3Y | +18.0% | +28.2% | -10.2% | +7.3% |
| 5Y | +8.0% | +56.7% | -48.7% | -9.1% |
| 10Y | +333.8% | +189.3% | +144.4% | +199.9% |
| All | +8,131.0% | +16,477.4% | -8,346.3% | +2,824.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling