-9.4%
T vs NSC
+18.2%
-27.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +1.6% | +1.6% | 0.0% | +1.2% |
| 30D | -2.9% | +4.2% | -7.1% | -3.8% |
| 3M | -7.5% | -0.2% | -7.3% | -7.4% |
| 6M | -9.9% | +7.6% | -17.5% | -11.9% |
| YTD | -6.4% | +17.4% | -23.8% | -11.0% |
| 1Y | -9.4% | +18.3% | -27.7% | -14.2% |
| All | -9.4% | +18.2% | -27.6% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling