+537.0%
TDG vs NSC
+332.1%
+204.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | -1.9% | -2.8% | +0.9% | -0.3% |
| 30D | -7.7% | -4.5% | -3.2% | -5.4% |
| 3M | -9.3% | +3.5% | -12.9% | -11.5% |
| 6M | -9.4% | +8.5% | -17.9% | -14.3% |
| YTD | -14.3% | +12.3% | -26.6% | -20.9% |
| 1Y | -11.8% | +18.9% | -30.8% | -21.4% |
| 3Y | +52.0% | +74.1% | -22.2% | +2.3% |
| 5Y | +128.8% | +43.9% | +84.9% | +70.0% |
| All | +537.0% | +332.1% | +204.9% | +209.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling