+5,648.5%
NSC vs TSN
+1,053.2%
+4,595.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -3.5% | -0.3% | -3.3% | -3.5% |
| 30D | +3.9% | +11.8% | -7.8% | +1.2% |
| 3M | -0.8% | +7.1% | -7.9% | -2.6% |
| 6M | +7.1% | -9.2% | +16.3% | +9.3% |
| YTD | +16.4% | +4.8% | +11.6% | +14.4% |
| 1Y | +16.9% | +11.6% | +5.3% | +13.0% |
| 3Y | +78.4% | +41.5% | +36.8% | +61.8% |
| 5Y | +33.1% | -15.5% | +48.7% | +35.0% |
| 10Y | +299.9% | +16.9% | +283.0% | +265.3% |
| All | +5,648.5% | +1,053.2% | +4,595.3% | +2,410.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling