+24.4%
NSC vs TMF
-88.0%
+112.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | -6.6% | +1.2% | -7.8% | -6.7% |
| 30D | +2.2% | +19.7% | -17.6% | +1.4% |
| 3M | -6.2% | -2.1% | -4.1% | -6.2% |
| 6M | +1.7% | -13.4% | +15.1% | +2.2% |
| YTD | +12.2% | -16.7% | +29.0% | +12.9% |
| 1Y | +15.4% | -23.3% | +38.8% | +16.5% |
| 3Y | +73.3% | -24.8% | +98.2% | +74.5% |
| All | +24.4% | -88.0% | +112.3% | +19.4% |
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 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