+290.7%
TSM vs NSC
+46.6%
+244.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | +6.0% | -1.5% | +7.6% | +6.6% |
| 30D | +4.5% | -1.9% | +6.4% | +5.2% |
| 3M | +3.1% | +6.2% | -3.1% | +0.4% |
| 6M | +30.2% | +9.2% | +21.0% | +25.1% |
| YTD | +45.2% | +15.0% | +30.2% | +36.6% |
| 1Y | +79.6% | +21.1% | +58.5% | +65.5% |
| 3Y | +411.0% | +78.6% | +332.4% | +284.4% |
| 5Y | +290.7% | +45.9% | +244.8% | +223.3% |
| All | +290.7% | +46.6% | +244.1% | +223.3% |
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