+256.1%
TPR vs NSC
+23.9%
+232.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.4% |
| 7D | +14.2% | -6.6% | +20.8% | +18.0% |
| 30D | +17.1% | +2.2% | +14.9% | +15.4% |
| 3M | -17.7% | -6.2% | -11.5% | -15.3% |
| 6M | -10.2% | +1.7% | -11.9% | -12.2% |
| YTD | +4.9% | +12.2% | -7.3% | -3.3% |
| 1Y | +36.1% | +15.4% | +20.7% | +23.4% |
| 3Y | +416.5% | +73.3% | +343.1% | +251.2% |
| All | +256.1% | +23.9% | +232.2% | +197.6% |
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