+2,538.0%
NSC vs TDY
+7,137.3%
-4,599.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -5.5% | -1.8% | -3.7% | -5.0% |
| 30D | -3.2% | -10.7% | +7.5% | -0.2% |
| 3M | +7.7% | -1.3% | +9.0% | +7.8% |
| 6M | +4.5% | -10.6% | +15.1% | +7.3% |
| YTD | +15.6% | +19.6% | -4.0% | +9.1% |
| 1Y | +19.8% | +11.6% | +8.2% | +15.2% |
| 3Y | +70.1% | +45.2% | +24.9% | +51.7% |
| 5Y | +46.1% | +36.1% | +10.1% | +31.9% |
| 10Y | +328.1% | +458.8% | -130.8% | +172.4% |
| All | +2,538.0% | +7,137.3% | -4,599.3% | +1,155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling