+443.1%
TTMI vs NOC
+2,108.6%
-1,665.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.5% | +11.4% | +9.9% |
| 7D | +5.9% | -5.2% | +11.0% | +8.1% |
| 30D | -4.3% | -7.2% | +2.9% | -1.6% |
| 3M | -32.0% | -5.1% | -26.9% | -31.5% |
| 6M | +19.5% | -31.1% | +50.5% | +37.1% |
| YTD | +82.0% | -8.6% | +90.6% | +84.2% |
| 1Y | +172.6% | -9.7% | +182.4% | +176.3% |
| 3Y | +744.7% | +24.3% | +720.4% | +604.3% |
| 5Y | +805.6% | +52.6% | +752.9% | +556.6% |
| 10Y | +1,057.6% | +183.6% | +874.0% | +463.2% |
| All | +443.1% | +2,108.6% | -1,665.5% | +0.7% |
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