+8,398.6%
TPR vs NSC
+3,874.1%
+4,524.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.7% |
| 7D | +14.2% | -6.6% | +20.8% | +18.7% |
| 30D | +17.1% | +2.2% | +14.9% | +15.2% |
| 3M | -17.7% | -6.2% | -11.5% | -14.9% |
| 6M | -10.2% | +1.7% | -11.9% | -12.3% |
| YTD | +4.9% | +12.2% | -7.3% | -3.9% |
| 1Y | +36.1% | +15.4% | +20.7% | +22.5% |
| 3Y | +416.5% | +73.3% | +343.1% | +251.5% |
| 5Y | +254.8% | +24.7% | +230.1% | +193.0% |
| 10Y | +391.7% | +324.5% | +67.3% | +106.9% |
| All | +8,398.6% | +3,874.1% | +4,524.5% | +956.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling