+13.4%
NSC vs TSN
+11.5%
+1.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -6.2% | +4.6% | -10.9% | -6.9% |
| 30D | +2.6% | +15.4% | -12.9% | +0.4% |
| 3M | -5.8% | +2.9% | -8.7% | -6.4% |
| 6M | +2.1% | -10.8% | +12.9% | +3.2% |
| YTD | +12.7% | +4.5% | +8.2% | +13.0% |
| All | +13.4% | +11.5% | +1.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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