+45.9%
NSC vs TCOM
+26.3%
+19.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -1.5% | -7.6% | +6.1% | -1.0% |
| 30D | -1.9% | -12.2% | +10.3% | -1.0% |
| 3M | +6.2% | -14.2% | +20.4% | +7.2% |
| 6M | +9.2% | -25.0% | +34.2% | +11.3% |
| YTD | +15.0% | -43.7% | +58.7% | +19.6% |
| 1Y | +21.1% | -44.5% | +65.6% | +26.0% |
| 3Y | +78.6% | +13.4% | +65.2% | +73.8% |
| 5Y | +45.9% | +26.5% | +19.4% | +38.6% |
| All | +45.9% | +26.3% | +19.6% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling