+29.3%
NSC vs TNA
-44.5%
+73.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.5% |
| 30D | +3.6% | -0.7% | +4.3% | +3.4% |
| 3M | -1.4% | -21.5% | +20.1% | +2.8% |
| 6M | +6.0% | -11.2% | +17.2% | +6.9% |
| YTD | +15.5% | +27.0% | -11.5% | +6.9% |
| 1Y | +16.2% | +28.0% | -11.8% | +6.8% |
| 3Y | +76.9% | +142.9% | -66.0% | +31.9% |
| 5Y | +29.3% | -42.6% | +71.9% | +12.4% |
| All | +29.3% | -44.5% | +73.8% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling