+9.1%
TE vs NSC
+77.7%
-68.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -1.6% |
| 7D | -19.1% | +2.5% | -21.5% | -21.0% |
| 30D | -34.1% | +1.7% | -35.8% | -35.1% |
| 3M | -60.1% | -2.6% | -57.6% | -59.4% |
| 6M | -66.0% | +6.4% | -72.4% | -69.0% |
| YTD | -71.4% | +15.5% | -86.9% | -77.2% |
| 1Y | -45.3% | +17.6% | -62.9% | -58.1% |
| 3Y | +9.1% | +75.0% | -65.8% | -52.3% |
| All | +9.1% | +77.7% | -68.6% | -52.3% |
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