+5,601.7%
NSC vs TAP
+864.5%
+4,737.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.9% |
| 7D | -3.8% | +7.7% | -11.5% | -5.3% |
| 30D | +4.1% | +14.4% | -10.3% | +1.1% |
| 3M | -3.3% | +2.0% | -5.3% | -3.9% |
| 6M | +5.9% | +2.5% | +3.4% | +4.8% |
| YTD | +15.5% | -6.4% | +21.9% | +16.3% |
| 1Y | +19.3% | -2.3% | +21.6% | +18.9% |
| 3Y | +79.0% | -20.3% | +99.3% | +85.0% |
| 5Y | +28.3% | +6.9% | +21.4% | +23.8% |
| 10Y | +336.8% | -46.3% | +383.2% | +363.3% |
| All | +5,601.7% | +864.5% | +4,737.2% | +3,626.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling