+295.3%
NSC vs TRMB
+103.7%
+191.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -6.2% | -16.7% | +10.4% | -0.5% |
| 30D | +2.6% | -9.9% | +12.5% | +5.5% |
| 3M | -5.8% | -7.6% | +1.8% | -4.4% |
| 6M | +2.1% | -14.7% | +16.8% | +6.3% |
| YTD | +12.7% | -30.9% | +43.6% | +26.5% |
| 1Y | +15.9% | -31.3% | +47.2% | +30.0% |
| 3Y | +74.0% | +29.4% | +44.6% | +47.9% |
| 5Y | +25.2% | -37.4% | +62.6% | +37.8% |
| All | +295.3% | +103.7% | +191.6% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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