+961.6%
TT vs NSC
+330.1%
+631.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | +1.6% | -1.5% | +3.1% | +2.4% |
| 30D | -7.3% | -1.9% | -5.4% | -6.5% |
| 3M | -2.6% | +6.2% | -8.8% | -5.9% |
| 6M | +5.9% | +9.2% | -3.3% | +0.5% |
| YTD | +15.4% | +15.0% | +0.4% | +6.6% |
| 1Y | +8.2% | +21.1% | -12.8% | -2.8% |
| 3Y | +122.7% | +78.6% | +44.1% | +55.3% |
| 5Y | +145.0% | +45.9% | +99.1% | +87.9% |
| All | +961.6% | +330.1% | +631.6% | +339.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling