+34.3%
NSC vs TMF
-88.7%
+123.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.0% |
| 7D | +1.6% | -8.2% | +9.8% | +2.0% |
| 30D | +4.2% | +5.3% | -1.1% | +4.0% |
| 3M | -0.2% | -8.5% | +8.2% | +0.1% |
| 6M | +7.6% | -17.2% | +24.7% | +8.3% |
| YTD | +17.4% | -23.4% | +40.8% | +18.5% |
| 1Y | +18.3% | -30.2% | +48.5% | +19.9% |
| 3Y | +79.8% | -32.9% | +112.7% | +81.9% |
| 5Y | +34.3% | -88.5% | +122.9% | +29.0% |
| All | +34.3% | -88.7% | +123.0% | +29.0% |
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