+23.4%
NSC vs TMF
-23.9%
+47.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.5% | +0.7% |
| 7D | +1.8% | +4.0% | -2.2% | +1.3% |
| 30D | +8.8% | +19.5% | -10.6% | +7.1% |
| 3M | +1.2% | -3.5% | +4.8% | +1.1% |
| 6M | +11.3% | -10.6% | +21.9% | +11.8% |
| YTD | +20.7% | -17.1% | +37.8% | +21.8% |
| 1Y | +23.4% | -24.3% | +47.7% | +26.2% |
| All | +23.4% | -23.9% | +47.3% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling