+2,285.9%
NSC vs TCOM
+2,694.8%
-408.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -5.5% | -9.5% | +4.0% | -3.9% |
| 30D | -3.2% | -10.7% | +7.5% | -1.4% |
| 3M | +7.7% | -14.6% | +22.3% | +10.1% |
| 6M | +4.5% | -19.3% | +23.8% | +7.8% |
| YTD | +15.6% | -42.9% | +58.5% | +25.7% |
| 1Y | +19.8% | -43.8% | +63.6% | +30.5% |
| 3Y | +70.1% | +2.1% | +68.0% | +61.8% |
| 5Y | +46.1% | +31.2% | +14.9% | +24.9% |
| 10Y | +328.1% | -13.9% | +342.0% | +274.2% |
| All | +2,285.9% | +2,694.8% | -408.9% | +984.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling