+7.6%
NSC vs TRI
+22.2%
-14.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +1.6% | -7.5% | +9.1% | +1.9% |
| 30D | +4.2% | +3.9% | +0.3% | +4.3% |
| 3M | -0.2% | +7.2% | -7.4% | -0.2% |
| 6M | +7.6% | +27.0% | -19.4% | +7.8% |
| All | +7.6% | +22.2% | -14.6% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling