+148.6%
TE vs NSC
+20.4%
+128.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.5% |
| 7D | -4.0% | -5.5% | +1.5% | -6.5% |
| 30D | -15.9% | -3.2% | -12.7% | -17.0% |
| 3M | -60.5% | +7.7% | -68.2% | -59.1% |
| 6M | -35.2% | +4.5% | -39.7% | -32.3% |
| YTD | -31.1% | +15.6% | -46.7% | -20.2% |
| 1Y | +148.6% | +19.8% | +128.8% | +171.7% |
| All | +148.6% | +20.4% | +128.3% | +171.7% |
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