+20.3%
NSC vs TSLQ
-50.7%
+71.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -2.0% | -8.0% | +6.0% | -2.0% |
| 30D | -3.2% | -23.8% | +20.6% | -3.0% |
| 3M | +3.9% | -7.0% | +10.9% | +4.0% |
| 6M | +7.8% | -17.1% | +24.9% | +7.8% |
| YTD | +13.4% | +0.1% | +13.4% | +13.9% |
| 1Y | +20.3% | -51.2% | +71.5% | +19.5% |
| All | +20.3% | -50.7% | +71.0% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling