+14,847.0%
TT vs NSC
+5,704.6%
+9,142.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.8% | +3.8% |
| 7D | +1.7% | -5.4% | +7.1% | +4.6% |
| 30D | -11.8% | +2.9% | -14.8% | -13.3% |
| 3M | -12.6% | -2.2% | -10.4% | -11.9% |
| 6M | -9.4% | +5.3% | -14.6% | -12.3% |
| YTD | +8.8% | +14.8% | -5.9% | +0.7% |
| 1Y | -2.5% | +16.6% | -19.1% | -10.6% |
| 3Y | +95.7% | +78.6% | +17.1% | +40.2% |
| 5Y | +135.7% | +27.2% | +108.6% | +97.8% |
| 10Y | +750.6% | +302.5% | +448.1% | +286.5% |
| All | +14,847.0% | +5,704.6% | +9,142.4% | +1,443.2% |
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