+335.7%
NSC vs TRI
+190.6%
+145.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.8% |
| 7D | -2.0% | -8.4% | +6.3% | +0.5% |
| 30D | -3.2% | -6.5% | +3.3% | -1.6% |
| 3M | +3.9% | +18.6% | -14.7% | -3.9% |
| 6M | +7.8% | -10.4% | +18.2% | +9.5% |
| YTD | +13.4% | -23.7% | +37.1% | +22.8% |
| 1Y | +20.3% | -42.5% | +62.8% | +49.2% |
| 3Y | +76.1% | -19.3% | +95.4% | +73.2% |
| 5Y | +45.0% | -9.7% | +54.7% | +30.6% |
| 10Y | +335.7% | +194.4% | +141.3% | +124.5% |
| All | +335.7% | +190.6% | +145.1% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling