+63.5%
NSC vs TLN
+710.8%
-647.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.5% |
| 7D | +2.5% | +11.0% | -8.6% | +2.0% |
| 30D | +1.7% | +4.9% | -3.2% | +1.4% |
| 3M | -2.6% | +4.9% | -7.5% | -3.0% |
| 6M | +6.4% | +7.1% | -0.7% | +5.5% |
| YTD | +15.5% | +0.3% | +15.2% | +14.5% |
| 1Y | +17.6% | +5.9% | +11.7% | +15.9% |
| 3Y | +75.0% | +578.5% | -503.5% | +41.2% |
| All | +63.5% | +710.8% | -647.3% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling