+2,700.2%
TFC vs NSC
+5,745.4%
-3,045.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +2.4% | -5.5% | +7.9% | +5.1% |
| 30D | -1.3% | -3.2% | +1.9% | +0.1% |
| 3M | +6.1% | +7.7% | -1.6% | +2.2% |
| 6M | +7.3% | +4.5% | +2.8% | +4.6% |
| YTD | +8.2% | +15.6% | -7.4% | +0.6% |
| 1Y | +14.4% | +19.8% | -5.4% | +4.6% |
| 3Y | +93.7% | +70.1% | +23.6% | +49.2% |
| 5Y | +16.4% | +46.1% | -29.7% | -4.3% |
| 10Y | +101.6% | +328.1% | -226.5% | +6.4% |
| All | +2,700.2% | +5,745.4% | -3,045.2% | +536.2% |
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