+5.9%
NSC vs TMF
-10.5%
+16.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | -3.8% | +2.7% | -6.5% | -4.1% |
| 30D | +4.1% | +19.3% | -15.2% | +2.6% |
| 3M | -3.3% | -3.7% | +0.4% | -3.9% |
| 6M | +5.9% | -11.3% | +17.2% | +4.9% |
| All | +5.9% | -10.5% | +16.4% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling