+6,432.7%
TRV vs NSC
+5,636.1%
+796.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +0.2% | -2.0% | +2.2% | +0.9% |
| 30D | -2.3% | -3.2% | +0.9% | -1.3% |
| 3M | +22.7% | +3.9% | +18.8% | +20.8% |
| 6M | +21.9% | +7.8% | +14.2% | +18.2% |
| YTD | +27.5% | +13.4% | +14.1% | +21.2% |
| 1Y | +36.2% | +20.3% | +15.9% | +26.7% |
| 3Y | +140.6% | +76.1% | +64.5% | +90.5% |
| 5Y | +154.5% | +45.0% | +109.5% | +113.2% |
| 10Y | +295.4% | +335.7% | -40.3% | +118.5% |
| All | +6,432.7% | +5,636.1% | +796.6% | +1,299.0% |
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