+78.9%
NSC vs TRMB
+13.5%
+65.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -5.5% | -2.5% | -3.0% | -4.7% |
| 30D | -3.2% | +1.5% | -4.7% | -3.8% |
| 3M | +7.7% | +6.8% | +0.9% | +4.9% |
| 6M | +4.5% | -14.9% | +19.5% | +9.6% |
| YTD | +15.6% | -24.1% | +39.7% | +26.2% |
| 1Y | +19.8% | -25.4% | +45.2% | +30.9% |
| All | +78.9% | +13.5% | +65.5% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling