+377.9%
TPR vs NSC
+308.0%
+69.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.8% |
| 7D | +14.2% | -6.2% | +20.4% | +19.4% |
| 30D | +17.1% | +2.6% | +14.5% | +14.4% |
| 3M | -17.7% | -5.8% | -11.9% | -14.5% |
| 6M | -10.2% | +2.1% | -12.3% | -13.3% |
| YTD | +4.9% | +12.7% | -7.8% | -6.7% |
| 1Y | +36.1% | +15.9% | +20.2% | +18.3% |
| 3Y | +416.5% | +74.0% | +342.4% | +205.6% |
| 5Y | +254.8% | +25.2% | +229.6% | +172.2% |
| All | +377.9% | +308.0% | +69.9% | +93.3% |
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