+192.8%
TER vs NSC
+76.9%
+115.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.8% | +10.9% | +11.6% |
| 7D | -5.8% | -5.4% | -0.4% | -2.3% |
| 30D | -38.9% | +2.9% | -41.9% | -40.0% |
| 3M | -35.1% | -2.2% | -33.0% | -34.4% |
| 6M | -31.6% | +5.3% | -36.8% | -34.8% |
| YTD | +27.2% | +14.8% | +12.5% | +15.0% |
| 1Y | +35.2% | +16.6% | +18.7% | +20.9% |
| 3Y | +192.8% | +78.6% | +114.2% | +98.8% |
| All | +192.8% | +76.9% | +115.9% | +98.8% |
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