NTSX: how its history is extended
Daily returns of 0.9 × US total stock market + 0.1 × T-bills + 0.6 × (intermediate Treasuries − T-bills − 0.50%/yr financing spread) − 0.20%/yr expense ratio; the stock and Treasury sleeves are themselves ETF←mutual-fund backfills. Spliced to the real fund's returns from its first trading day.
Kind
Synthetic
Extended from
1992-04-29
Through
2026-09-04
Sources
NTSX → VTI → VTSMX → VGIT → VFITX → ^IRX
Validation at each junction
| Real series | Stands in before it | Real data from | Overlap (years) | Monthly correlation | Return gap (pp/yr) | Gate |
|---|---|---|---|---|---|---|
| NTSX | NTSX (synthetic) | 2018-08-02 | 8.09 | 0.9929 | 0.573 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
Constants: expense ratio 0.2%/yr ; financing spread 0.5%/yr (bluesky/004 constants, unchanged) .
Synthetic against the real fund over their overlap, growth of $10,000
Figures on this page are computed from the data store when the page renders; the gate is re-checked every time an extension is used. Method: the lab's tracking standard, lab.data.chains.