+291.1%
NSC vs TCOM
+5.0%
+286.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +1.6% | -1.4% | +3.0% | +1.8% |
| 30D | +4.2% | +11.5% | -7.3% | +2.5% |
| 3M | -0.2% | -5.2% | +5.0% | +0.4% |
| 6M | +7.6% | -16.9% | +24.5% | +10.0% |
| YTD | +17.4% | -39.9% | +57.3% | +25.3% |
| 1Y | +18.3% | -42.1% | +60.4% | +26.9% |
| 3Y | +79.8% | +28.0% | +51.8% | +65.1% |
| 5Y | +34.3% | +40.4% | -6.1% | +15.4% |
| All | +291.1% | +5.0% | +286.2% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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