+284.9%
NSC vs TRU
+183.1%
+101.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +1.7% | +21.3% | -19.6% | -5.5% |
| 3M | -2.6% | +0.2% | -2.8% | -3.5% |
| 6M | +6.4% | +22.4% | -16.0% | -2.9% |
| YTD | +15.5% | -4.8% | +20.3% | +13.7% |
| 1Y | +17.6% | -0.2% | +17.8% | +13.5% |
| 3Y | +75.0% | +57.9% | +17.0% | +31.4% |
| 5Y | +32.2% | -26.1% | +58.3% | +34.1% |
| All | +284.9% | +183.1% | +101.8% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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