+2,604.8%
TFC vs NSC
+5,836.8%
-3,232.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | +0.1% | +1.6% | -1.5% | -0.7% |
| 30D | +8.6% | +4.2% | +4.5% | +6.5% |
| 3M | -4.3% | -0.2% | -4.1% | -4.4% |
| 6M | +5.4% | +7.6% | -2.1% | +1.4% |
| YTD | +4.5% | +17.4% | -12.9% | -3.6% |
| 1Y | +14.0% | +18.3% | -4.3% | +4.7% |
| 3Y | +93.4% | +79.8% | +13.6% | +45.1% |
| 5Y | +0.5% | +34.3% | -33.9% | -14.2% |
| 10Y | +77.7% | +303.1% | -225.4% | -4.1% |
| All | +2,604.8% | +5,836.8% | -3,232.0% | +509.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling