+14,856.2%
TT vs NSC
+5,742.2%
+9,114.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.3% |
| 7D | +0.8% | -3.4% | +4.2% | +2.6% |
| 30D | -11.8% | +3.6% | -15.4% | -13.5% |
| 3M | -11.6% | -1.4% | -10.2% | -11.2% |
| 6M | -9.3% | +6.0% | -15.3% | -12.5% |
| YTD | +8.9% | +15.5% | -6.6% | +0.4% |
| 1Y | -2.2% | +16.2% | -18.5% | -10.2% |
| 3Y | +91.9% | +76.9% | +14.9% | +38.1% |
| 5Y | +136.0% | +29.3% | +106.7% | +96.4% |
| 10Y | +734.7% | +298.3% | +436.4% | +281.2% |
| All | +14,856.2% | +5,742.2% | +9,114.0% | +1,439.2% |
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