+311.2%
TPR vs NSC
+326.8%
-15.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -3.4% |
| 7D | -3.4% | -1.5% | -1.9% | -2.3% |
| 30D | -27.3% | -1.9% | -25.4% | -26.4% |
| 3M | -16.2% | +6.2% | -22.5% | -20.7% |
| 6M | -17.9% | +9.2% | -27.1% | -24.5% |
| YTD | -7.1% | +15.0% | -22.1% | -18.2% |
| 1Y | +13.6% | +21.1% | -7.5% | -4.0% |
| 3Y | +293.7% | +78.6% | +215.1% | +129.2% |
| 5Y | +239.1% | +45.9% | +193.2% | +128.1% |
| 10Y | +311.2% | +326.9% | -15.7% | +59.9% |
| All | +311.2% | +326.8% | -15.6% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling