+75.0%
NSC vs TSN
+41.9%
+33.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +2.5% | -1.4% | +3.9% | +2.9% |
| 30D | +1.7% | +8.5% | -6.8% | -0.5% |
| 3M | -2.6% | +5.3% | -7.8% | -4.1% |
| 6M | +6.4% | -10.5% | +16.9% | +9.5% |
| YTD | +15.5% | +3.0% | +12.5% | +13.6% |
| 1Y | +17.6% | +12.1% | +5.5% | +12.3% |
| 3Y | +75.0% | +43.1% | +31.9% | +51.1% |
| All | +75.0% | +41.9% | +33.0% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling