+220.3%
TTMI vs NOC
+2,260.7%
-2,040.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +11.4% | +4.8% | +6.5% | +9.4% |
| 30D | -28.3% | +11.0% | -39.3% | -31.6% |
| 3M | -46.7% | -3.8% | -42.9% | -46.5% |
| 6M | -56.1% | +0.6% | -56.8% | -57.4% |
| YTD | +7.4% | -2.3% | +9.7% | +4.6% |
| 1Y | +17.4% | +0.3% | +17.1% | +13.0% |
| 3Y | +429.1% | +24.6% | +404.5% | +341.4% |
| 5Y | +418.8% | +66.0% | +352.8% | +259.8% |
| 10Y | +411.2% | +161.2% | +250.1% | +160.7% |
| All | +220.3% | +2,260.7% | -2,040.3% | -42.8% |
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 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