+47.4%
NSC vs TAP
+2.2%
+45.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -5.5% | -2.3% | -3.2% | -4.9% |
| 30D | -3.2% | -2.1% | -1.1% | -2.8% |
| 3M | +7.7% | +6.6% | +1.1% | +5.2% |
| 6M | +4.5% | -11.5% | +16.0% | +7.8% |
| YTD | +15.6% | -10.3% | +25.8% | +18.2% |
| 1Y | +19.8% | -14.4% | +34.2% | +24.1% |
| 3Y | +70.1% | -28.3% | +98.4% | +84.9% |
| All | +47.4% | +2.2% | +45.3% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling