+45.9%
NSC vs TD
+123.5%
-77.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -1.5% | +0.9% | -2.4% | -2.0% |
| 30D | -1.9% | -0.7% | -1.3% | -1.8% |
| 3M | +6.2% | +6.3% | 0.0% | +2.6% |
| 6M | +9.2% | +27.9% | -18.7% | -4.2% |
| YTD | +15.0% | +29.8% | -14.8% | +0.1% |
| 1Y | +21.1% | +63.7% | -42.6% | -6.8% |
| 3Y | +78.6% | +128.3% | -49.7% | +13.2% |
| 5Y | +45.9% | +125.5% | -79.6% | -9.9% |
| All | +45.9% | +123.5% | -77.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling