+19.6%
TMO vs NSC
+73.4%
-53.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -0.6% | -2.8% | +2.1% | +0.3% |
| 30D | +1.1% | -4.5% | +5.6% | +2.7% |
| 3M | +28.3% | +3.5% | +24.8% | +27.0% |
| 6M | +23.3% | +8.5% | +14.7% | +19.0% |
| YTD | +5.5% | +12.3% | -6.9% | +0.1% |
| 1Y | +24.5% | +18.9% | +5.6% | +15.3% |
| 3Y | +19.6% | +74.1% | -54.6% | -10.3% |
| All | +19.6% | +73.4% | -53.8% | -10.3% |
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