+108.2%
T vs NSC
+77.9%
+30.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.5% | -1.5% | 0.0% | -1.3% |
| 30D | +7.6% | -1.9% | +9.5% | +7.9% |
| 3M | +15.3% | +6.2% | +9.1% | +14.1% |
| 6M | -8.5% | +9.2% | -17.7% | -9.9% |
| YTD | +6.8% | +15.0% | -8.3% | +4.4% |
| 1Y | -7.2% | +21.1% | -28.3% | -10.0% |
| 3Y | +108.2% | +78.6% | +29.6% | +79.1% |
| All | +108.2% | +77.9% | +30.4% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling