+47.4%
NSC vs TSN
-22.4%
+69.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -5.5% | -6.3% | +0.8% | -3.9% |
| 30D | -3.2% | -10.8% | +7.6% | -0.2% |
| 3M | +7.7% | -8.8% | +16.4% | +10.1% |
| 6M | +4.5% | -16.8% | +21.3% | +9.6% |
| YTD | +15.6% | -10.0% | +25.6% | +18.1% |
| 1Y | +19.8% | -5.3% | +25.1% | +20.2% |
| 3Y | +70.1% | +8.5% | +61.6% | +62.0% |
| All | +47.4% | -22.4% | +69.8% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling