+126.1%
TLT vs NSC
+2,646.6%
-2,520.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.4% |
| 7D | -2.7% | +1.6% | -4.3% | -2.5% |
| 30D | +2.2% | +4.2% | -2.0% | +2.6% |
| 3M | -1.7% | -0.2% | -1.5% | -1.7% |
| 6M | -4.0% | +7.6% | -11.5% | -3.0% |
| YTD | -4.9% | +17.4% | -22.3% | -3.0% |
| 1Y | -7.4% | +18.3% | -25.7% | -5.4% |
| 3Y | +3.0% | +79.8% | -76.8% | +11.5% |
| 5Y | -35.1% | +34.3% | -69.4% | -32.0% |
| 10Y | -12.7% | +303.1% | -315.8% | +10.2% |
| All | +126.1% | +2,646.6% | -2,520.5% | +272.4% |
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