+295.3%
NSC vs TSN
+12.8%
+282.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -6.2% | +4.6% | -10.9% | -7.7% |
| 30D | +2.6% | +15.4% | -12.9% | -2.2% |
| 3M | -5.8% | +2.9% | -8.7% | -6.9% |
| 6M | +2.1% | -10.8% | +12.9% | +5.5% |
| YTD | +12.7% | +4.5% | +8.2% | +10.0% |
| 1Y | +15.9% | +19.5% | -3.6% | +7.7% |
| 3Y | +74.0% | +42.2% | +31.8% | +50.7% |
| 5Y | +25.2% | -14.2% | +39.4% | +26.7% |
| All | +295.3% | +12.8% | +282.4% | +245.5% |
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