+63.6%
NSC vs TLN
+583.6%
-520.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.3% |
| 7D | -5.5% | +7.1% | -12.6% | -5.9% |
| 30D | -3.2% | -3.9% | +0.7% | -3.1% |
| 3M | +7.7% | -16.2% | +23.8% | +8.5% |
| 6M | +4.5% | -5.8% | +10.3% | +4.3% |
| YTD | +15.6% | -15.4% | +31.0% | +15.9% |
| 1Y | +19.8% | -16.7% | +36.5% | +20.0% |
| 3Y | +70.1% | +473.8% | -403.7% | +39.7% |
| All | +63.6% | +583.6% | -520.0% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling