+45.2%
TSM vs NOC
-0.9%
+46.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -2.0% |
| 7D | +14.8% | +4.5% | +10.3% | +15.8% |
| 30D | -8.9% | +14.1% | -23.0% | -6.1% |
| 3M | -5.3% | -4.5% | -0.8% | -5.4% |
| 6M | +2.6% | -0.8% | +3.3% | +3.6% |
| YTD | +34.5% | -2.5% | +37.0% | +29.0% |
| All | +45.2% | -0.9% | +46.1% | +39.4% |
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 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