+328.2%
NSC vs TNA
+84.1%
+244.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | -1.4% | -7.6% | +6.2% | +0.5% |
| 30D | -3.4% | -13.6% | +10.3% | +0.1% |
| 3M | +5.1% | +2.8% | +2.2% | +3.6% |
| 6M | +9.2% | +34.5% | -25.3% | -0.9% |
| YTD | +13.4% | +41.0% | -27.6% | +0.9% |
| 1Y | +20.8% | +52.0% | -31.2% | +4.0% |
| 3Y | +76.1% | +103.5% | -27.4% | +27.8% |
| 5Y | +45.3% | -22.5% | +67.8% | +21.5% |
| All | +328.2% | +84.1% | +244.1% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling