+33.1%
NSC vs TRI
-0.1%
+33.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -3.5% | -7.2% | +3.6% | -2.5% |
| 30D | +3.9% | +4.4% | -0.5% | +3.1% |
| 3M | -0.8% | +4.5% | -5.3% | -1.9% |
| 6M | +7.1% | +23.7% | -16.6% | +2.2% |
| YTD | +16.4% | -14.4% | +30.8% | +22.5% |
| 1Y | +16.9% | -17.4% | +34.3% | +24.4% |
| 3Y | +78.4% | -11.0% | +89.4% | +69.7% |
| 5Y | +33.1% | +0.7% | +32.4% | +11.3% |
| All | +33.1% | -0.1% | +33.2% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling