+1,757.2%
TSM vs NSC
+336.2%
+1,421.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.6% | -1.4% | +4.0% | +3.2% |
| 30D | +1.4% | -3.4% | +4.8% | +2.8% |
| 3M | +5.0% | +5.1% | -0.1% | +2.2% |
| 6M | +24.0% | +9.2% | +14.7% | +18.2% |
| YTD | +41.6% | +13.4% | +28.2% | +32.7% |
| 1Y | +66.2% | +20.8% | +45.4% | +51.3% |
| 3Y | +398.2% | +76.1% | +322.1% | +270.0% |
| 5Y | +277.6% | +45.3% | +232.3% | +201.8% |
| All | +1,757.2% | +336.2% | +1,421.0% | +933.4% |
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