+73.3%
NSC vs TRU
+65.0%
+8.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.4% |
| 7D | -6.6% | +5.7% | -12.3% | -7.7% |
| 30D | +2.2% | +29.2% | -27.1% | -3.5% |
| 3M | -6.2% | +2.7% | -8.9% | -7.1% |
| 6M | +1.7% | +15.2% | -13.5% | -2.5% |
| YTD | +12.2% | -4.9% | +17.1% | +12.0% |
| 1Y | +15.4% | +3.4% | +12.0% | +12.3% |
| 3Y | +73.3% | +63.2% | +10.1% | +41.2% |
| All | +73.3% | +65.0% | +8.4% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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