+12,919.2%
TSM vs NSC
+1,772.2%
+11,147.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.3% |
| 7D | +14.8% | +1.6% | +13.2% | +13.9% |
| 30D | -8.9% | +4.2% | -13.1% | -10.7% |
| 3M | -5.3% | -0.2% | -5.0% | -5.4% |
| 6M | +2.6% | +7.6% | -5.0% | -1.6% |
| YTD | +34.5% | +17.4% | +17.1% | +23.5% |
| 1Y | +41.0% | +18.3% | +22.7% | +28.9% |
| 3Y | +333.1% | +79.8% | +253.3% | +218.0% |
| 5Y | +270.1% | +34.3% | +235.8% | +206.3% |
| 10Y | +1,608.7% | +303.1% | +1,305.6% | +710.1% |
| All | +12,919.2% | +1,772.2% | +11,147.0% | +2,298.5% |
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