-33.7%
TLT vs NSC
+46.6%
-80.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.4% | -1.5% | +1.9% | +0.5% |
| 30D | -0.3% | -1.9% | +1.6% | -0.2% |
| 3M | -1.7% | +6.2% | -8.0% | -2.0% |
| 6M | -4.9% | +9.2% | -14.1% | -5.3% |
| YTD | -2.8% | +15.0% | -17.8% | -3.5% |
| 1Y | -4.2% | +21.1% | -25.3% | -5.1% |
| 3Y | -1.1% | +78.6% | -79.7% | -3.9% |
| 5Y | -33.7% | +45.9% | -79.6% | -34.0% |
| All | -33.7% | +46.6% | -80.3% | -34.0% |
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