+73.3%
NSC vs TLN
+538.9%
-465.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.1% | -9.9% | -3.2% |
| 7D | -6.6% | -1.3% | -5.3% | -6.6% |
| 30D | +2.2% | -10.5% | +12.6% | +2.6% |
| 3M | -6.2% | +0.1% | -6.3% | -6.5% |
| 6M | +1.7% | -17.4% | +19.1% | +2.3% |
| YTD | +12.2% | -9.7% | +21.9% | +11.8% |
| 1Y | +15.4% | -12.3% | +27.7% | +15.1% |
| 3Y | +73.3% | +528.3% | -454.9% | +33.8% |
| All | +73.3% | +538.9% | -465.6% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling