-20.8%
TLT vs NSC
+336.2%
-356.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.7% |
| 30D | -1.3% | -3.4% | +2.0% | -1.6% |
| 3M | -3.7% | +5.1% | -8.8% | -3.3% |
| 6M | -6.4% | +9.2% | -15.6% | -5.5% |
| YTD | -4.5% | +13.4% | -17.9% | -3.2% |
| 1Y | -5.9% | +20.8% | -26.7% | -4.0% |
| 3Y | -2.8% | +76.1% | -78.9% | +3.9% |
| 5Y | -35.1% | +45.3% | -80.3% | -31.7% |
| All | -20.8% | +336.2% | -356.9% | +3.1% |
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