-24.5%
TE vs NSC
+75.0%
-99.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +0.9% | -1.4% | +2.3% | +2.2% |
| 30D | -16.3% | -3.4% | -12.9% | -14.0% |
| 3M | -40.8% | +5.1% | -45.8% | -44.9% |
| 6M | -42.6% | +9.2% | -51.8% | -49.8% |
| YTD | -31.4% | +13.4% | -44.8% | -44.0% |
| 1Y | +144.9% | +20.8% | +124.1% | +82.5% |
| All | -24.5% | +75.0% | -99.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling