+14.5%
TFC vs NSC
+44.1%
-29.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.1% |
| 7D | -1.3% | -2.0% | +0.7% | -0.1% |
| 30D | -2.3% | -3.2% | +0.9% | -0.6% |
| 3M | +2.5% | +3.9% | -1.5% | -0.4% |
| 6M | +9.5% | +7.8% | +1.7% | +3.6% |
| YTD | +5.1% | +13.4% | -8.3% | -3.8% |
| 1Y | +15.5% | +20.3% | -4.8% | +1.8% |
| 3Y | +95.2% | +76.1% | +19.1% | +31.9% |
| 5Y | +14.5% | +45.0% | -30.5% | -15.6% |
| All | +14.5% | +44.1% | -29.6% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling