+17.6%
NSC vs TCOM
-41.4%
+59.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.6% |
| 7D | +2.5% | -1.8% | +4.3% | +2.5% |
| 30D | +1.7% | +12.1% | -10.4% | +1.6% |
| 3M | -2.6% | -3.2% | +0.6% | -2.5% |
| 6M | +6.4% | -16.6% | +23.1% | +6.6% |
| YTD | +15.5% | -39.4% | +54.9% | +17.1% |
| 1Y | +17.6% | -41.5% | +59.1% | +19.9% |
| All | +17.6% | -41.4% | +59.0% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling