-25.8%
TE vs NSC
+24.4%
-50.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -3.0% |
| 7D | +3.8% | +1.8% | +2.0% | +4.9% |
| 30D | -26.2% | +8.8% | -35.0% | -22.3% |
| 3M | -49.7% | +1.2% | -51.0% | -49.2% |
| 6M | -46.5% | +11.3% | -57.8% | -42.1% |
| YTD | -59.1% | +20.7% | -79.8% | -46.9% |
| 1Y | -25.8% | +23.4% | -49.2% | -8.6% |
| All | -25.8% | +24.4% | -50.2% | -8.6% |
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 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