+58.4%
NSC vs TSLQ
-97.2%
+155.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -1.0% |
| 7D | -2.8% | -6.6% | +3.8% | -3.1% |
| 30D | -4.5% | -24.3% | +19.8% | -5.6% |
| 3M | +3.5% | -3.6% | +7.2% | +4.1% |
| 6M | +8.5% | -12.0% | +20.5% | +9.1% |
| YTD | +12.3% | +1.4% | +11.0% | +14.2% |
| 1Y | +18.9% | -43.6% | +62.5% | +17.6% |
| 3Y | +74.1% | -95.4% | +169.5% | +61.2% |
| All | +58.4% | -97.2% | +155.6% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling