+10.7%
TTMI vs NOC
-7.1%
+17.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.5% | -5.6% | -11.8% |
| 7D | -19.2% | -5.0% | -14.2% | -20.8% |
| 30D | -44.9% | +10.3% | -55.2% | -42.5% |
| 3M | -44.7% | -4.3% | -40.4% | -44.0% |
| 6M | -53.4% | -6.5% | -46.9% | -51.8% |
| YTD | +6.3% | -6.7% | +13.1% | +10.4% |
| 1Y | +10.7% | -7.5% | +18.2% | +15.1% |
| All | +10.7% | -7.1% | +17.8% | +15.1% |
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