+4,970.0%
NSC vs TRMB
+3,067.4%
+1,902.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | -6.6% | -16.7% | +10.1% | -4.2% |
| 30D | +2.2% | -9.9% | +12.1% | +3.5% |
| 3M | -6.2% | -7.6% | +1.4% | -5.5% |
| 6M | +1.7% | -14.7% | +16.4% | +3.6% |
| YTD | +12.2% | -30.9% | +43.2% | +17.8% |
| 1Y | +15.4% | -31.3% | +46.8% | +21.2% |
| 3Y | +73.3% | +29.4% | +43.9% | +64.2% |
| 5Y | +24.7% | -37.4% | +62.0% | +30.4% |
| 10Y | +324.5% | +109.2% | +215.3% | +270.5% |
| All | +4,970.0% | +3,067.4% | +1,902.5% | +3,278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling