+20.3%
NSC vs TCOM
-45.6%
+65.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.4% |
| 7D | -2.0% | -10.2% | +8.1% | -1.9% |
| 30D | -3.2% | -16.8% | +13.6% | -3.1% |
| 3M | +3.9% | -16.7% | +20.6% | +4.0% |
| 6M | +7.8% | -27.1% | +34.9% | +8.1% |
| YTD | +13.4% | -45.5% | +58.9% | +15.3% |
| 1Y | +20.3% | -45.9% | +66.2% | +22.3% |
| All | +20.3% | -45.6% | +65.9% | +22.3% |
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