+310.3%
TPR vs NSC
+77.4%
+232.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -2.3% | -5.5% | +3.2% | -0.1% |
| 30D | -23.0% | -3.2% | -19.8% | -22.0% |
| 3M | -12.5% | +7.7% | -20.1% | -15.5% |
| 6M | -21.4% | +4.5% | -26.0% | -23.5% |
| YTD | -3.5% | +15.6% | -19.1% | -10.2% |
| 1Y | +17.4% | +19.8% | -2.5% | +7.4% |
| All | +310.3% | +77.4% | +232.9% | +212.2% |
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