+1,641.8%
TSM vs NOC
+163.6%
+1,478.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.8% | +4.2% |
| 7D | +4.4% | +4.9% | -0.4% | +4.0% |
| 30D | -7.0% | +13.6% | -20.6% | -8.0% |
| 3M | -1.8% | -3.9% | +2.1% | -1.5% |
| 6M | +2.7% | +1.4% | +1.3% | +2.3% |
| YTD | +37.1% | -2.2% | +39.3% | +36.5% |
| 1Y | +43.5% | -1.2% | +44.7% | +42.6% |
| 3Y | +341.5% | +25.0% | +316.5% | +319.2% |
| 5Y | +278.9% | +66.0% | +212.9% | +228.6% |
| 10Y | +1,641.8% | +161.4% | +1,480.4% | +1,220.0% |
| All | +1,641.8% | +163.6% | +1,478.1% | +1,220.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling