+2,216.9%
NSC vs TCOM
+2,922.3%
-705.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | -6.6% | +12.1% | -18.7% | -8.4% |
| 30D | +2.2% | +16.5% | -14.3% | -0.5% |
| 3M | -6.2% | -4.0% | -2.2% | -5.7% |
| 6M | +1.7% | -18.5% | +20.2% | +4.7% |
| YTD | +12.2% | -38.3% | +50.5% | +20.3% |
| 1Y | +15.4% | -36.6% | +52.0% | +23.1% |
| 3Y | +73.3% | +31.1% | +42.2% | +57.9% |
| 5Y | +24.7% | +47.6% | -22.9% | +4.5% |
| 10Y | +324.5% | +5.1% | +319.4% | +258.0% |
| All | +2,216.9% | +2,922.3% | -705.3% | +938.0% |
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