+84.4%
TSM vs NOC
-10.0%
+94.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +2.5% |
| 7D | +2.7% | -5.2% | +7.9% | +1.9% |
| 30D | +3.6% | -7.2% | +10.8% | +2.4% |
| 3M | -3.4% | -5.1% | +1.7% | -3.8% |
| 6M | +20.6% | -31.1% | +51.7% | +21.7% |
| YTD | +41.9% | -8.6% | +50.5% | +35.3% |
| 1Y | +84.4% | -9.7% | +94.1% | +80.7% |
| All | +84.4% | -10.0% | +94.4% | +80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling