+302.0%
TRV vs NSC
+332.1%
-30.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | +1.9% | -2.8% | +4.7% | +3.1% |
| 30D | +1.7% | -4.5% | +6.2% | +3.6% |
| 3M | +23.9% | +3.5% | +20.3% | +21.8% |
| 6M | +26.3% | +8.5% | +17.7% | +21.4% |
| YTD | +30.8% | +12.3% | +18.5% | +23.8% |
| 1Y | +36.3% | +18.9% | +17.4% | +25.8% |
| 3Y | +145.0% | +74.1% | +70.9% | +85.8% |
| 5Y | +163.9% | +43.9% | +120.0% | +113.2% |
| All | +302.0% | +332.1% | -30.1% | +112.5% |
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