+429.1%
TTMI vs NOC
+24.7%
+404.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.8% |
| 7D | +11.4% | +4.8% | +6.5% | +12.4% |
| 30D | -28.3% | +11.0% | -39.3% | -26.4% |
| 3M | -46.7% | -3.8% | -42.9% | -46.3% |
| 6M | -56.1% | +0.6% | -56.8% | -55.2% |
| YTD | +7.4% | -2.3% | +9.7% | +10.7% |
| 1Y | +17.4% | +0.3% | +17.1% | +21.5% |
| 3Y | +429.1% | +24.6% | +404.5% | +446.6% |
| All | +429.1% | +24.7% | +404.4% | +446.6% |
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