+341.5%
TSM vs NOC
+22.9%
+318.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +4.0% |
| 7D | -2.5% | -2.9% | +0.4% | -3.1% |
| 30D | -14.3% | +12.1% | -26.4% | -12.1% |
| 3M | -7.2% | -5.3% | -2.0% | -7.8% |
| 6M | -5.1% | -1.0% | -4.1% | -4.6% |
| YTD | +28.9% | -4.3% | +33.2% | +29.4% |
| 1Y | +37.1% | -3.6% | +40.7% | +37.8% |
| 3Y | +341.5% | +22.9% | +318.6% | +376.5% |
| All | +341.5% | +22.9% | +318.6% | +376.5% |
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