+2,536.2%
NSC vs TDY
+7,529.4%
-4,993.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +2.5% | +4.1% | -1.6% | +1.3% |
| 30D | +1.7% | +5.7% | -4.0% | -0.1% |
| 3M | -2.6% | -4.4% | +1.9% | -1.6% |
| 6M | +6.4% | +1.2% | +5.2% | +5.4% |
| YTD | +15.5% | +26.0% | -10.6% | +7.2% |
| 1Y | +17.6% | +27.4% | -9.8% | +8.8% |
| 3Y | +75.0% | +67.5% | +7.5% | +49.6% |
| 5Y | +32.2% | +44.9% | -12.7% | +17.1% |
| 10Y | +296.6% | +440.9% | -144.3% | +153.1% |
| All | +2,536.2% | +7,529.4% | -4,993.2% | +1,133.1% |
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