+62.2%
NSC vs TSLQ
-97.3%
+159.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.0% | +7.5% | -0.8% |
| 7D | -1.5% | -8.6% | +7.1% | -1.9% |
| 30D | -1.9% | -24.9% | +23.0% | -3.0% |
| 3M | +6.2% | -1.5% | +7.7% | +6.9% |
| 6M | +9.2% | -18.1% | +27.2% | +9.3% |
| YTD | +15.0% | -0.1% | +15.1% | +16.8% |
| 1Y | +21.1% | -51.4% | +72.5% | +18.7% |
| 3Y | +78.6% | -95.9% | +174.5% | +63.7% |
| All | +62.2% | -97.3% | +159.4% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling