+998.7%
NSC vs TNA
+781.2%
+217.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +2.5% | +3.7% | -1.2% | +1.3% |
| 30D | +1.7% | +4.4% | -2.7% | 0.0% |
| 3M | -2.6% | -26.7% | +24.1% | +4.8% |
| 6M | +6.4% | -12.8% | +19.3% | +8.0% |
| YTD | +15.5% | +22.7% | -7.2% | +5.2% |
| 1Y | +17.6% | +35.7% | -18.1% | +3.7% |
| 3Y | +75.0% | +134.6% | -59.6% | +20.1% |
| 5Y | +32.2% | -46.0% | +78.1% | +20.6% |
| 10Y | +296.6% | +38.0% | +258.6% | +110.1% |
| All | +998.7% | +781.2% | +217.5% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling