+33.1%
NSC vs TAP
+1.8%
+31.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -3.5% | -8.0% | +4.5% | -1.2% |
| 30D | +3.9% | +4.1% | -0.1% | +2.6% |
| 3M | -0.8% | -4.4% | +3.6% | +0.2% |
| 6M | +7.1% | -1.9% | +9.1% | +7.0% |
| YTD | +16.4% | -12.1% | +28.5% | +19.6% |
| 1Y | +16.9% | -12.0% | +29.0% | +20.0% |
| 3Y | +78.4% | -25.0% | +103.4% | +91.0% |
| 5Y | +33.1% | -1.1% | +34.2% | +25.5% |
| All | +33.1% | +1.8% | +31.3% | +25.5% |
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