+328.2%
NSC vs TRU
+144.8%
+183.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.4% | -9.4% | +8.0% | +2.0% |
| 30D | -3.4% | -4.1% | +0.7% | -2.1% |
| 3M | +5.1% | +13.6% | -8.5% | -0.6% |
| 6M | +9.2% | +3.6% | +5.6% | +6.0% |
| YTD | +13.4% | -9.8% | +23.2% | +14.6% |
| 1Y | +20.8% | -13.6% | +34.4% | +23.1% |
| 3Y | +76.1% | -2.0% | +78.0% | +60.6% |
| 5Y | +45.3% | -35.8% | +81.1% | +57.5% |
| All | +328.2% | +144.8% | +183.4% | +185.4% |
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