+291.1%
NSC vs TSN
+15.3%
+275.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +1.6% | -1.4% | +3.0% | +2.1% |
| 30D | +4.2% | +10.2% | -6.0% | +0.9% |
| 3M | -0.2% | +7.2% | -7.4% | -2.7% |
| 6M | +7.6% | -10.6% | +18.1% | +11.1% |
| YTD | +17.4% | +3.7% | +13.6% | +14.8% |
| 1Y | +18.3% | +13.5% | +4.8% | +12.0% |
| 3Y | +79.8% | +40.1% | +39.7% | +56.4% |
| 5Y | +34.3% | -14.5% | +48.8% | +36.1% |
| All | +291.1% | +15.3% | +275.8% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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