+28.3%
NSC vs TMF
-87.8%
+116.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | -3.8% | +2.7% | -6.5% | -3.9% |
| 30D | +4.1% | +19.3% | -15.2% | +3.3% |
| 3M | -3.3% | -3.7% | +0.4% | -3.2% |
| 6M | +5.9% | -11.3% | +17.2% | +6.3% |
| YTD | +15.5% | -16.6% | +32.1% | +16.2% |
| 1Y | +19.3% | -21.1% | +40.5% | +20.3% |
| 3Y | +79.0% | -26.8% | +105.9% | +80.4% |
| 5Y | +28.3% | -88.0% | +116.3% | +23.1% |
| All | +28.3% | -87.8% | +116.2% | +23.1% |
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