+1,622.6%
T vs NSC
+5,836.8%
-4,214.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -7.5% | -0.2% | -7.3% | -7.5% |
| 6M | -9.9% | +7.6% | -17.5% | -11.9% |
| YTD | -6.4% | +17.4% | -23.8% | -10.9% |
| 1Y | -9.4% | +18.3% | -27.7% | -13.9% |
| 3Y | +64.9% | +79.8% | -15.0% | +36.7% |
| 5Y | +57.0% | +34.3% | +22.6% | +39.3% |
| 10Y | +60.8% | +303.1% | -242.3% | +1.5% |
| All | +1,622.6% | +5,836.8% | -4,214.2% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling