+129.1%
NSC vs TENB
+3.0%
+126.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -5.5% | -9.1% | +3.6% | -4.0% |
| 30D | -3.2% | -4.9% | +1.6% | -2.8% |
| 3M | +7.7% | +16.9% | -9.3% | +3.3% |
| 6M | +4.5% | +68.0% | -63.5% | -7.4% |
| YTD | +15.6% | +45.6% | -30.0% | +4.8% |
| 1Y | +19.8% | +12.7% | +7.1% | +14.3% |
| 3Y | +70.1% | -24.4% | +94.5% | +72.6% |
| 5Y | +46.1% | -26.7% | +72.8% | +41.4% |
| All | +129.1% | +3.0% | +126.1% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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