+41.7%
TGT vs NSC
+75.0%
-33.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.0% | -1.4% | -3.7% | -4.5% |
| 30D | +3.0% | -3.4% | +6.4% | +4.4% |
| 3M | +22.6% | +5.1% | +17.6% | +19.7% |
| 6M | +31.2% | +9.2% | +22.0% | +25.5% |
| YTD | +63.7% | +13.4% | +50.3% | +53.7% |
| 1Y | +78.5% | +20.8% | +57.7% | +62.7% |
| All | +41.7% | +75.0% | -33.3% | +3.9% |
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 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