+2,284.6%
NSC vs TCOM
+2,902.5%
-617.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -3.4% | +6.5% | -9.9% | -4.5% |
| 30D | +3.6% | +13.3% | -9.7% | +1.4% |
| 3M | -1.4% | -6.5% | +5.1% | -0.5% |
| 6M | +6.0% | -16.3% | +22.3% | +8.6% |
| YTD | +15.5% | -38.7% | +54.2% | +24.0% |
| 1Y | +16.2% | -40.1% | +56.3% | +25.2% |
| 3Y | +76.9% | +30.6% | +46.3% | +61.3% |
| 5Y | +29.3% | +45.8% | -16.5% | +8.6% |
| 10Y | +298.3% | +8.1% | +290.2% | +234.2% |
| All | +2,284.6% | +2,902.5% | -617.9% | +969.4% |
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