+459.4%
TTMI vs NSC
+3,622.7%
-3,163.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.3% |
| 7D | +12.2% | -1.5% | +13.7% | +13.2% |
| 30D | -5.7% | -1.9% | -3.8% | -4.8% |
| 3M | -27.5% | +6.2% | -33.7% | -30.6% |
| 6M | +47.1% | +9.2% | +38.0% | +38.3% |
| YTD | +87.5% | +15.0% | +72.4% | +70.3% |
| 1Y | +175.2% | +21.1% | +154.1% | +142.4% |
| 3Y | +901.9% | +78.6% | +823.3% | +583.9% |
| 5Y | +843.5% | +45.9% | +797.6% | +618.9% |
| 10Y | +1,077.0% | +326.9% | +750.1% | +347.6% |
| All | +459.4% | +3,622.7% | -3,163.3% | -29.7% |
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