+13,634.3%
TSM vs NSC
+1,743.4%
+11,890.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.6% |
| 7D | +2.7% | -5.5% | +8.2% | +5.4% |
| 30D | +3.6% | -3.2% | +6.8% | +5.0% |
| 3M | -3.4% | +7.7% | -11.0% | -7.1% |
| 6M | +20.6% | +4.5% | +16.1% | +17.1% |
| YTD | +41.9% | +15.6% | +26.3% | +31.4% |
| 1Y | +84.4% | +19.8% | +64.5% | +67.8% |
| 3Y | +380.2% | +70.1% | +310.1% | +261.8% |
| 5Y | +275.3% | +46.1% | +229.2% | +198.5% |
| 10Y | +1,751.4% | +328.1% | +1,423.3% | +753.6% |
| All | +13,634.3% | +1,743.4% | +11,890.9% | +2,452.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling