+2,435.3%
NSC vs TRI
+561.6%
+1,873.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +3.0% |
| 7D | -5.5% | -0.5% | -5.0% | -5.5% |
| 30D | -3.2% | +7.9% | -11.1% | -7.1% |
| 3M | +7.7% | +24.1% | -16.4% | -5.2% |
| 6M | +4.5% | +3.8% | +0.7% | -2.0% |
| YTD | +15.6% | -16.9% | +32.4% | +18.7% |
| 1Y | +19.8% | -38.4% | +58.2% | +43.4% |
| 3Y | +70.1% | -12.2% | +82.3% | +62.5% |
| 5Y | +46.1% | -1.8% | +47.9% | +29.3% |
| 10Y | +328.1% | +207.6% | +120.5% | +97.5% |
| All | +2,435.3% | +561.6% | +1,873.7% | +566.5% |
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