+6,175.2%
TGT vs NSC
+5,718.1%
+457.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.6% | -1.5% | +0.9% | -0.1% |
| 30D | +9.5% | -1.9% | +11.5% | +10.3% |
| 3M | +32.3% | +6.2% | +26.0% | +28.8% |
| 6M | +37.0% | +9.2% | +27.8% | +31.7% |
| YTD | +71.0% | +15.0% | +56.0% | +60.9% |
| 1Y | +85.0% | +21.1% | +63.9% | +70.6% |
| 3Y | +46.8% | +78.6% | -31.8% | +15.2% |
| 5Y | -22.7% | +45.9% | -68.6% | -34.7% |
| 10Y | +216.3% | +326.9% | -110.6% | +70.1% |
| All | +6,175.2% | +5,718.1% | +457.2% | +893.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling