-53.1%
TE vs NSC
+84.4%
-137.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | +0.2% | -2.8% | +3.0% | +1.5% |
| 30D | -5.9% | -4.5% | -1.4% | -4.1% |
| 3M | -45.6% | +3.5% | -49.1% | -47.0% |
| 6M | -43.4% | +8.5% | -51.9% | -46.4% |
| YTD | -31.0% | +12.3% | -43.3% | -36.3% |
| 1Y | +145.2% | +18.9% | +126.3% | +119.2% |
| 3Y | -24.1% | +74.1% | -98.2% | -39.3% |
| 5Y | -48.1% | +43.9% | -92.1% | -56.5% |
| All | -53.1% | +84.4% | -137.5% | -60.5% |
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