+12,629.9%
TSM vs NOC
+1,713.7%
+10,916.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.3% | +1.6% |
| 7D | -2.1% | -0.3% | -1.7% | -2.0% |
| 30D | -12.5% | +14.1% | -26.7% | -15.4% |
| 3M | -5.0% | -4.6% | -0.4% | -4.3% |
| 6M | -3.2% | +0.7% | -3.9% | -4.3% |
| YTD | +31.5% | -2.6% | +34.1% | +30.2% |
| 1Y | +35.7% | -1.0% | +36.7% | +33.7% |
| 3Y | +323.5% | +24.5% | +299.0% | +283.4% |
| 5Y | +263.4% | +64.3% | +199.1% | +194.1% |
| 10Y | +1,598.5% | +162.8% | +1,435.7% | +1,037.7% |
| All | +12,629.9% | +1,713.7% | +10,916.2% | +5,633.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling