+296.7%
NSC vs TRI
+220.3%
+76.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.4% | -1.6% | -1.8% | -3.1% |
| 30D | +3.6% | +5.0% | -1.4% | +1.5% |
| 3M | -1.4% | +4.6% | -6.0% | -3.9% |
| 6M | +6.0% | +18.3% | -12.3% | -3.0% |
| YTD | +15.5% | -14.7% | +30.2% | +19.8% |
| 1Y | +16.2% | -16.7% | +32.9% | +21.9% |
| 3Y | +76.9% | -11.3% | +88.3% | +68.6% |
| 5Y | +29.3% | -0.6% | +29.9% | +12.7% |
| All | +296.7% | +220.3% | +76.3% | +88.0% |
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