+1,084.3%
TTMI vs NOC
+192.5%
+891.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | +6.0% | -1.8% | +7.8% | +6.4% |
| 30D | -6.4% | -9.4% | +3.0% | -4.5% |
| 3M | -28.9% | -3.8% | -25.1% | -28.8% |
| 6M | +26.9% | -28.8% | +55.6% | +37.0% |
| YTD | +77.3% | -7.9% | +85.2% | +78.4% |
| 1Y | +147.5% | -9.0% | +156.5% | +149.3% |
| 3Y | +847.6% | +29.1% | +818.6% | +729.9% |
| 5Y | +802.2% | +58.9% | +743.3% | +608.7% |
| All | +1,084.3% | +192.5% | +891.8% | +652.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling