+873.0%
TTMI vs NOC
+28.0%
+844.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.4% | -4.0% |
| 7D | +7.5% | -1.6% | +9.1% | +7.2% |
| 30D | -4.5% | -10.4% | +5.9% | -5.9% |
| 3M | -28.5% | -5.6% | -22.9% | -28.7% |
| 6M | +28.4% | -30.4% | +58.8% | +26.7% |
| YTD | +80.1% | -8.5% | +88.6% | +81.2% |
| 1Y | +161.0% | -8.3% | +169.4% | +163.0% |
| All | +873.0% | +28.0% | +844.9% | +902.6% |
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