+84.6%
TGT vs NSC
+20.4%
+64.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.8% | -5.5% | +6.3% | +1.9% |
| 30D | +12.2% | -3.2% | +15.4% | +12.9% |
| 3M | +33.8% | +7.7% | +26.1% | +30.8% |
| 6M | +39.3% | +4.5% | +34.8% | +37.4% |
| YTD | +72.9% | +15.6% | +57.3% | +64.3% |
| 1Y | +84.6% | +19.8% | +64.7% | +74.1% |
| All | +84.6% | +20.4% | +64.2% | +74.1% |
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 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