+371.7%
TPR vs NSC
+303.9%
+67.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.3% |
| 7D | +6.4% | -3.5% | +9.9% | +8.9% |
| 30D | +13.8% | +3.9% | +9.8% | +10.0% |
| 3M | -16.6% | -0.8% | -15.8% | -16.7% |
| 6M | +0.7% | +7.1% | -6.5% | -6.4% |
| YTD | +5.3% | +16.4% | -11.1% | -8.6% |
| 1Y | +32.4% | +16.9% | +15.5% | +14.3% |
| 3Y | +406.4% | +78.4% | +328.0% | +194.6% |
| 5Y | +227.9% | +33.1% | +194.8% | +139.7% |
| 10Y | +371.7% | +299.9% | +71.8% | +87.3% |
| All | +371.7% | +303.9% | +67.8% | +87.3% |
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 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