+2,454.5%
NSC vs TRI
+581.4%
+1,873.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.5% | -7.2% | +3.6% | -0.4% |
| 30D | +3.9% | +4.4% | -0.5% | +1.1% |
| 3M | -0.8% | +4.5% | -5.3% | -4.6% |
| 6M | +7.1% | +23.7% | -16.6% | -8.0% |
| YTD | +16.4% | -14.4% | +30.8% | +16.3% |
| 1Y | +16.9% | -17.4% | +34.3% | +18.9% |
| 3Y | +78.4% | -11.0% | +89.4% | +67.4% |
| 5Y | +33.1% | +0.7% | +32.4% | +15.1% |
| 10Y | +299.9% | +224.0% | +75.8% | +77.5% |
| All | +2,454.5% | +581.4% | +1,873.1% | +553.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling