+219.1%
TER vs NSC
+46.6%
+172.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.5% |
| 7D | +11.0% | -1.5% | +12.5% | +12.1% |
| 30D | -1.9% | -1.9% | +0.1% | -0.7% |
| 3M | -0.7% | +6.2% | -6.9% | -5.3% |
| 6M | +36.4% | +9.2% | +27.2% | +27.0% |
| YTD | +92.4% | +15.0% | +77.4% | +72.7% |
| 1Y | +213.5% | +21.1% | +192.4% | +172.0% |
| 3Y | +277.2% | +78.6% | +198.6% | +141.7% |
| 5Y | +219.1% | +45.9% | +173.2% | +142.9% |
| All | +219.1% | +46.6% | +172.5% | +142.9% |
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