+240.4%
TPR vs NSC
+46.2%
+194.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -2.3% | -5.5% | +3.2% | +0.6% |
| 30D | -23.0% | -3.2% | -19.8% | -21.7% |
| 3M | -12.5% | +7.7% | -20.1% | -16.4% |
| 6M | -21.4% | +4.5% | -26.0% | -24.1% |
| YTD | -3.5% | +15.6% | -19.1% | -12.0% |
| 1Y | +17.4% | +19.8% | -2.5% | +4.8% |
| 3Y | +291.3% | +70.1% | +221.2% | +172.8% |
| All | +240.4% | +46.2% | +194.2% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling