+1,227.0%
NSC vs TMF
-68.9%
+1,295.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -5.5% | -1.4% | -4.1% | -5.7% |
| 30D | -3.2% | -2.8% | -0.4% | -3.6% |
| 3M | +7.7% | -10.9% | +18.6% | +6.0% |
| 6M | +4.5% | -21.3% | +25.8% | +1.1% |
| YTD | +15.6% | -15.9% | +31.4% | +13.0% |
| 1Y | +19.8% | -15.7% | +35.6% | +17.4% |
| 3Y | +70.1% | -43.4% | +113.5% | +59.4% |
| 5Y | +46.1% | -87.8% | +133.9% | +4.2% |
| 10Y | +328.1% | -86.7% | +414.8% | +248.2% |
| All | +1,227.0% | -68.9% | +1,295.9% | +1,397.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling