+371.1%
NSC vs TRU
+238.0%
+133.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +2.6% |
| 7D | -5.5% | -6.8% | +1.2% | -3.3% |
| 30D | -3.2% | 0.0% | -3.2% | -3.4% |
| 3M | +7.7% | +13.3% | -5.6% | +2.1% |
| 6M | +4.5% | +3.4% | +1.1% | +1.6% |
| YTD | +15.6% | -6.4% | +21.9% | +15.3% |
| 1Y | +19.8% | -9.7% | +29.5% | +20.0% |
| 3Y | +70.1% | +0.1% | +70.0% | +54.5% |
| 5Y | +46.1% | -34.0% | +80.2% | +55.5% |
| 10Y | +328.1% | +147.9% | +180.2% | +173.7% |
| All | +371.1% | +238.0% | +133.1% | +179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling