+27.2%
NSC vs TMF
-88.4%
+115.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -5.4% | +0.6% | -6.0% | -5.4% |
| 30D | +2.9% | +16.3% | -13.4% | +2.3% |
| 3M | -2.2% | -2.7% | +0.5% | -2.1% |
| 6M | +5.3% | -13.2% | +18.4% | +5.8% |
| YTD | +14.8% | -16.7% | +31.4% | +15.5% |
| 1Y | +16.6% | -22.7% | +39.3% | +17.6% |
| 3Y | +78.6% | -26.1% | +104.7% | +79.9% |
| 5Y | +27.2% | -88.4% | +115.6% | +21.3% |
| All | +27.2% | -88.4% | +115.6% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling