+43.2%
TER vs NSC
+24.4%
+18.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.8% | -7.1% |
| 7D | -19.9% | +1.8% | -21.7% | -20.4% |
| 30D | -43.5% | +8.8% | -52.4% | -45.3% |
| 3M | -37.8% | +1.2% | -39.0% | -38.1% |
| 6M | -25.6% | +11.3% | -36.9% | -30.6% |
| YTD | +29.8% | +20.7% | +9.1% | +16.7% |
| 1Y | +43.2% | +23.4% | +19.8% | +26.4% |
| All | +43.2% | +24.4% | +18.8% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling