+172.6%
TTMI vs NSC
+20.4%
+152.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.4% | +8.7% |
| 7D | +5.9% | -5.5% | +11.4% | +7.5% |
| 30D | -4.3% | -3.2% | -1.1% | -3.5% |
| 3M | -32.0% | +7.7% | -39.7% | -34.3% |
| 6M | +19.5% | +4.5% | +14.9% | +14.2% |
| YTD | +82.0% | +15.6% | +66.5% | +70.5% |
| 1Y | +172.6% | +19.8% | +152.8% | +150.1% |
| All | +172.6% | +20.4% | +152.3% | +150.1% |
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