+2,154.7%
NSC vs TD
+7,985.3%
-5,830.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.1% |
| 7D | -6.2% | -1.7% | -4.6% | -5.4% |
| 30D | +2.6% | +8.2% | -5.7% | -1.5% |
| 3M | -5.8% | +1.7% | -7.5% | -6.9% |
| 6M | +2.1% | +14.2% | -12.1% | -5.2% |
| YTD | +12.7% | +32.8% | -20.1% | -3.3% |
| 1Y | +15.9% | +55.5% | -39.6% | -8.4% |
| 3Y | +74.0% | +129.6% | -55.6% | +11.3% |
| 5Y | +25.2% | +102.2% | -77.0% | -15.3% |
| 10Y | +326.2% | +306.3% | +20.0% | +104.9% |
| All | +2,154.7% | +7,985.3% | -5,830.7% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling