+411.0%
TSM vs NOC
+26.5%
+384.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.5% |
| 7D | +6.0% | -2.7% | +8.7% | +5.6% |
| 30D | +4.5% | -8.9% | +13.4% | +3.0% |
| 3M | +3.1% | -3.7% | +6.8% | +2.8% |
| 6M | +30.2% | -30.8% | +61.0% | +24.7% |
| YTD | +45.2% | -7.9% | +53.2% | +44.2% |
| 1Y | +79.6% | -9.4% | +89.0% | +78.1% |
| 3Y | +411.0% | +29.0% | +382.0% | +434.7% |
| All | +411.0% | +26.5% | +384.4% | +434.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling