+1,124.0%
TTMI vs NSC
+332.1%
+791.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.9% |
| 7D | +0.7% | -2.8% | +3.5% | +2.3% |
| 30D | -8.4% | -4.5% | -3.9% | -6.1% |
| 3M | -32.5% | +3.5% | -36.0% | -34.4% |
| 6M | +32.5% | +8.5% | +24.0% | +24.9% |
| YTD | +83.2% | +12.3% | +70.9% | +68.7% |
| 1Y | +161.7% | +18.9% | +142.7% | +132.8% |
| 3Y | +890.1% | +74.1% | +816.0% | +580.1% |
| 5Y | +832.4% | +43.9% | +788.5% | +609.9% |
| All | +1,124.0% | +332.1% | +791.9% | +369.3% |
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