+18.9%
NSC vs TNA
+52.8%
-33.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -2.8% | -7.3% | +4.5% | -2.2% |
| 30D | -4.5% | -14.2% | +9.7% | -3.3% |
| 3M | +3.5% | -4.6% | +8.1% | +3.7% |
| 6M | +8.5% | +36.9% | -28.4% | +3.9% |
| YTD | +12.3% | +42.5% | -30.2% | +7.1% |
| 1Y | +18.9% | +45.8% | -26.8% | +12.3% |
| All | +18.9% | +52.8% | -33.9% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling