+66.9%
T vs NSC
+336.2%
-269.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.4% | -1.4% | -1.1% | -2.1% |
| 30D | +4.3% | -3.4% | +7.7% | +5.3% |
| 3M | +11.6% | +5.1% | +6.5% | +9.8% |
| 6M | -5.6% | +9.2% | -14.8% | -8.3% |
| YTD | +6.6% | +13.4% | -6.8% | +2.3% |
| 1Y | -8.4% | +20.8% | -29.2% | -13.7% |
| 3Y | +107.8% | +76.1% | +31.8% | +70.0% |
| 5Y | +68.3% | +45.3% | +23.0% | +43.7% |
| All | +66.9% | +336.2% | -269.2% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NSC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling