+131.2%
TLT vs NSC
+2,604.3%
-2,473.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -0.4% | -5.5% | +5.1% | -1.1% |
| 30D | -0.6% | -3.2% | +2.6% | -0.9% |
| 3M | -2.7% | +7.7% | -10.4% | -1.8% |
| 6M | -5.6% | +4.5% | -10.1% | -5.0% |
| YTD | -2.8% | +15.6% | -18.3% | -1.0% |
| 1Y | -1.4% | +19.8% | -21.3% | +0.9% |
| 3Y | -1.6% | +70.1% | -71.7% | +5.7% |
| 5Y | -33.8% | +46.1% | -79.9% | -29.8% |
| 10Y | -21.1% | +328.1% | -349.2% | +0.4% |
| All | +131.2% | +2,604.3% | -2,473.1% | +280.1% |
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 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