+78.9%
NSC vs TD
+128.3%
-49.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | -3.2% | +0.4% | -3.6% | -3.5% |
| 3M | +7.7% | +7.6% | 0.0% | +4.1% |
| 6M | +4.5% | +25.0% | -20.5% | -5.4% |
| YTD | +15.6% | +31.0% | -15.4% | +2.4% |
| 1Y | +19.8% | +65.2% | -45.3% | -4.3% |
| All | +78.9% | +128.3% | -49.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling