+59.5%
NSC vs TLN
+630.2%
-570.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.1% | -9.5% | -2.8% |
| 7D | -6.2% | -1.3% | -4.9% | -6.2% |
| 30D | +2.6% | -10.5% | +13.1% | +3.0% |
| 3M | -5.8% | +0.1% | -5.9% | -6.1% |
| 6M | +2.1% | -17.4% | +19.5% | +2.8% |
| YTD | +12.7% | -9.7% | +22.3% | +12.3% |
| 1Y | +15.9% | -12.3% | +28.1% | +15.6% |
| 3Y | +74.0% | +528.3% | -454.2% | +40.9% |
| All | +59.5% | +630.2% | -570.7% | +27.0% |
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