+278.9%
TSM vs NSC
+31.1%
+247.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.4% | +4.0% |
| 7D | +4.4% | -3.5% | +8.0% | +5.9% |
| 30D | -7.0% | +3.9% | -10.9% | -8.2% |
| 3M | -1.8% | -0.8% | -1.0% | -1.6% |
| 6M | +2.7% | +7.1% | -4.4% | -0.5% |
| YTD | +37.1% | +16.4% | +20.6% | +28.2% |
| 1Y | +43.5% | +16.9% | +26.6% | +33.8% |
| 3Y | +341.5% | +78.4% | +263.1% | +230.4% |
| 5Y | +278.9% | +33.1% | +245.8% | +215.4% |
| All | +278.9% | +31.1% | +247.7% | +215.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling