+309.6%
NSC vs TMF
-84.4%
+394.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | -6.6% | +1.2% | -7.8% | -6.5% |
| 30D | +2.2% | +19.7% | -17.6% | +4.0% |
| 3M | -6.2% | -2.1% | -4.1% | -6.4% |
| 6M | +1.7% | -13.4% | +15.1% | +0.3% |
| YTD | +12.2% | -16.7% | +29.0% | +10.4% |
| 1Y | +15.4% | -23.3% | +38.8% | +12.6% |
| 3Y | +73.3% | -24.8% | +98.2% | +72.2% |
| 5Y | +24.7% | -88.0% | +112.7% | -12.2% |
| All | +309.6% | -84.4% | +394.0% | +250.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling