+43.5%
TSM vs NSC
+16.7%
+26.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.4% | +4.2% |
| 7D | +4.4% | -3.5% | +8.0% | +4.8% |
| 30D | -7.0% | +3.9% | -10.9% | -6.8% |
| 3M | -1.8% | -0.8% | -1.0% | -1.4% |
| 6M | +2.7% | +7.1% | -4.4% | +2.0% |
| YTD | +37.1% | +16.4% | +20.6% | +34.8% |
| 1Y | +43.5% | +16.9% | +26.6% | +39.9% |
| All | +43.5% | +16.7% | +26.7% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling