+8,131.0%
TMO vs NSC
+5,636.1%
+2,494.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.9% |
| 7D | -0.5% | -2.0% | +1.6% | +0.2% |
| 30D | +1.0% | -3.2% | +4.2% | +2.1% |
| 3M | +22.7% | +3.9% | +18.8% | +21.2% |
| 6M | +19.0% | +7.8% | +11.2% | +15.4% |
| YTD | +4.7% | +13.4% | -8.7% | -0.4% |
| 1Y | +26.0% | +20.3% | +5.7% | +17.4% |
| 3Y | +18.0% | +76.1% | -58.1% | -4.3% |
| 5Y | +8.0% | +45.0% | -37.0% | -7.4% |
| 10Y | +333.8% | +335.7% | -2.0% | +148.8% |
| All | +8,131.0% | +5,636.1% | +2,494.9% | +1,772.9% |
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