+24.4%
NSC vs TAP
+2.0%
+22.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -1.5% |
| 7D | -6.6% | +0.5% | -7.1% | -6.8% |
| 30D | +2.2% | +9.1% | -7.0% | -0.5% |
| 3M | -6.2% | -3.8% | -2.4% | -5.5% |
| 6M | +1.7% | -3.4% | +5.1% | +2.1% |
| YTD | +12.2% | -10.6% | +22.9% | +14.8% |
| 1Y | +15.4% | -4.4% | +19.8% | +15.3% |
| 3Y | +73.3% | -24.4% | +97.7% | +85.1% |
| All | +24.4% | +2.0% | +22.4% | +16.3% |
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 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