+199.8%
TER vs NSC
+20.4%
+179.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.2% |
| 7D | +0.6% | -5.5% | +6.1% | +3.6% |
| 30D | -8.3% | -3.2% | -5.1% | -6.8% |
| 3M | -12.2% | +7.7% | -19.9% | -17.4% |
| 6M | +17.0% | +4.5% | +12.5% | +11.9% |
| YTD | +84.6% | +15.6% | +69.0% | +63.1% |
| 1Y | +199.8% | +19.8% | +180.0% | +149.7% |
| All | +199.8% | +20.4% | +179.5% | +149.7% |
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