+5,120.8%
NSC vs TRMB
+3,381.2%
+1,739.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -5.5% | -2.5% | -3.0% | -5.1% |
| 30D | -3.2% | +1.5% | -4.7% | -3.5% |
| 3M | +7.7% | +6.8% | +0.9% | +6.3% |
| 6M | +4.5% | -14.9% | +19.5% | +6.8% |
| YTD | +15.6% | -24.1% | +39.7% | +20.0% |
| 1Y | +19.8% | -25.4% | +45.2% | +24.6% |
| 3Y | +70.1% | +8.0% | +62.1% | +66.0% |
| 5Y | +46.1% | -37.3% | +83.4% | +53.2% |
| 10Y | +328.1% | +116.8% | +211.3% | +272.1% |
| All | +5,120.8% | +3,381.2% | +1,739.6% | +3,340.5% |
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