+75.8%
NSC vs TDY
+44.8%
+31.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.7% |
| 7D | -2.0% | -1.8% | -0.2% | -1.3% |
| 30D | -3.2% | -13.8% | +10.6% | +3.1% |
| 3M | +3.9% | -3.9% | +7.8% | +5.2% |
| 6M | +7.8% | -9.0% | +16.8% | +11.5% |
| YTD | +13.4% | +16.5% | -3.1% | +2.2% |
| 1Y | +20.3% | +9.3% | +11.0% | +11.8% |
| All | +75.8% | +44.8% | +31.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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