+19.8%
NSC vs TLN
-17.2%
+37.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.5% |
| 7D | -5.5% | +7.1% | -12.6% | -5.6% |
| 30D | -3.2% | -3.9% | +0.7% | -3.2% |
| 3M | +7.7% | -16.2% | +23.8% | +7.8% |
| 6M | +4.5% | -5.8% | +10.3% | +4.5% |
| YTD | +15.6% | -15.4% | +31.0% | +15.9% |
| 1Y | +19.8% | -16.7% | +36.5% | +22.3% |
| All | +19.8% | -17.2% | +37.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling