+181.2%
TSCO vs NSC
+332.1%
-150.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -5.7% | -2.8% | -2.9% | -4.6% |
| 30D | -8.8% | -4.5% | -4.2% | -7.2% |
| 3M | +6.3% | +3.5% | +2.8% | +4.8% |
| 6M | -32.3% | +8.5% | -40.8% | -34.6% |
| YTD | -32.7% | +12.3% | -45.0% | -36.0% |
| 1Y | -43.7% | +18.9% | -62.6% | -47.6% |
| 3Y | -19.7% | +74.1% | -93.8% | -36.6% |
| 5Y | -11.6% | +43.9% | -55.5% | -25.5% |
| All | +181.2% | +332.1% | -150.8% | +69.0% |
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 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