+302.5%
NSC vs TMF
-83.0%
+385.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -5.4% | +0.6% | -6.0% | -5.3% |
| 30D | +2.9% | +16.3% | -13.4% | +4.5% |
| 3M | -2.2% | -2.7% | +0.5% | -2.4% |
| 6M | +5.3% | -13.2% | +18.4% | +3.9% |
| YTD | +14.8% | -16.7% | +31.4% | +12.9% |
| 1Y | +16.6% | -22.7% | +39.3% | +13.8% |
| 3Y | +78.6% | -26.1% | +104.7% | +76.9% |
| 5Y | +27.2% | -88.4% | +115.6% | -11.2% |
| 10Y | +302.5% | -81.8% | +384.4% | +258.9% |
| All | +302.5% | -83.0% | +385.5% | +258.9% |
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