+326.9%
NSC vs TSN
-9.5%
+336.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -1.0% |
| 7D | -1.5% | -5.0% | +3.5% | 0.0% |
| 30D | -1.9% | -9.1% | +7.2% | +1.0% |
| 3M | +6.2% | -7.4% | +13.6% | +8.5% |
| 6M | +9.2% | -13.4% | +22.6% | +13.6% |
| YTD | +15.0% | -8.5% | +23.5% | +17.3% |
| 1Y | +21.1% | -3.2% | +24.3% | +20.7% |
| 3Y | +78.6% | +11.5% | +67.1% | +67.9% |
| 5Y | +45.9% | -19.5% | +65.4% | +50.4% |
| 10Y | +326.9% | -9.1% | +336.0% | +300.4% |
| All | +326.9% | -9.5% | +336.4% | +300.4% |
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