+15,818.7%
TT vs NSC
+5,745.4%
+10,073.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -0.2% | -5.5% | +5.3% | +2.6% |
| 30D | -7.4% | -3.2% | -4.2% | -6.0% |
| 3M | -3.2% | +7.7% | -10.9% | -7.0% |
| 6M | +1.1% | +4.5% | -3.4% | -1.7% |
| YTD | +15.6% | +15.6% | +0.1% | +6.9% |
| 1Y | +9.2% | +19.8% | -10.7% | -1.1% |
| 3Y | +124.4% | +70.1% | +54.3% | +64.9% |
| 5Y | +138.0% | +46.1% | +91.9% | +86.3% |
| 10Y | +886.4% | +328.1% | +558.3% | +335.6% |
| All | +15,818.7% | +5,745.4% | +10,073.3% | +1,541.8% |
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