+75.4%
TSM vs NOC
-9.7%
+85.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.9% |
| 7D | +4.8% | -1.6% | +6.4% | +4.5% |
| 30D | +4.0% | -10.4% | +14.4% | +2.4% |
| 3M | +2.0% | -5.6% | +7.6% | +1.6% |
| 6M | +25.5% | -30.4% | +55.9% | +26.7% |
| YTD | +44.0% | -8.5% | +52.5% | +37.0% |
| 1Y | +75.4% | -8.3% | +83.8% | +68.9% |
| All | +75.4% | -9.7% | +85.2% | +68.9% |
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