-49.3%
TE vs NSC
+42.7%
-92.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.4% |
| 7D | +0.2% | -2.8% | +3.0% | +2.6% |
| 30D | -5.9% | -4.5% | -1.4% | -2.6% |
| 3M | -45.6% | +3.5% | -49.1% | -48.3% |
| 6M | -43.4% | +8.5% | -51.9% | -49.3% |
| YTD | -31.0% | +12.3% | -43.3% | -41.3% |
| 1Y | +145.2% | +18.9% | +126.3% | +95.4% |
| 3Y | -24.1% | +74.1% | -98.2% | -54.9% |
| All | -49.3% | +42.7% | -92.0% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling