-48.5%
TE vs NSC
+88.8%
-137.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.5% | +10.5% | +10.2% |
| 7D | +18.2% | -1.5% | +19.7% | +19.0% |
| 30D | -13.5% | -1.9% | -11.6% | -12.9% |
| 3M | -44.6% | +6.2% | -50.8% | -46.6% |
| 6M | -24.7% | +9.2% | -33.9% | -28.9% |
| YTD | -24.3% | +15.0% | -39.3% | -30.8% |
| 1Y | +155.6% | +21.1% | +134.5% | +126.8% |
| 3Y | -18.3% | +78.6% | -96.9% | -35.4% |
| 5Y | -41.3% | +45.9% | -87.2% | -51.3% |
| All | -48.5% | +88.8% | -137.3% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling