+65.5%
NSC vs TSLQ
-97.9%
+163.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +0.6% |
| 7D | +1.6% | -26.6% | +28.2% | +0.2% |
| 30D | +4.2% | -17.5% | +21.7% | +3.6% |
| 3M | -0.2% | -41.7% | +41.5% | -2.1% |
| 6M | +7.6% | -16.9% | +24.5% | +8.1% |
| YTD | +17.4% | -21.9% | +39.3% | +18.3% |
| 1Y | +18.3% | -32.5% | +50.8% | +18.5% |
| 3Y | +79.8% | -97.2% | +177.0% | +61.4% |
| All | +65.5% | -97.9% | +163.3% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling