+95.3%
TFC vs NSC
+336.2%
-240.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -1.4% | -1.1% | -1.5% |
| 30D | -2.8% | -3.4% | +0.5% | -0.7% |
| 3M | +2.1% | +5.1% | -2.9% | -1.8% |
| 6M | +10.1% | +9.2% | +0.9% | +2.5% |
| YTD | +5.4% | +13.4% | -8.0% | -4.5% |
| 1Y | +16.3% | +20.8% | -4.5% | +0.7% |
| 3Y | +95.9% | +76.1% | +19.8% | +26.2% |
| 5Y | +16.0% | +45.3% | -29.3% | -16.0% |
| All | +95.3% | +336.2% | -240.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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