-4.5%
TT vs NSC
+24.4%
-28.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -8.5% | +1.8% | -10.3% | -9.0% |
| 30D | -12.8% | +8.8% | -21.6% | -15.5% |
| 3M | -12.9% | +1.2% | -14.1% | -13.2% |
| 6M | -15.2% | +11.3% | -26.6% | -19.4% |
| YTD | +6.2% | +20.7% | -14.5% | -3.3% |
| 1Y | -4.5% | +23.4% | -27.9% | -15.6% |
| All | -4.5% | +24.4% | -28.9% | -15.6% |
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