+13.4%
NSC vs TAP
-9.1%
+22.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.6% |
| 7D | -6.2% | +0.5% | -6.8% | -6.2% |
| 30D | +2.6% | +9.1% | -6.6% | +1.3% |
| 3M | -5.8% | -3.8% | -2.0% | -5.3% |
| 6M | +2.1% | -3.4% | +5.5% | +2.2% |
| YTD | +12.7% | -10.6% | +23.3% | +13.9% |
| All | +13.4% | -9.1% | +22.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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