+22.2%
NSC vs TPG
+74.1%
-52.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.3% |
| 7D | -2.8% | -9.4% | +6.6% | -0.5% |
| 30D | -4.5% | -5.3% | +0.7% | -3.5% |
| 3M | +3.5% | +12.9% | -9.4% | +0.1% |
| 6M | +8.5% | +20.1% | -11.6% | +2.6% |
| YTD | +12.3% | -22.5% | +34.8% | +18.5% |
| 1Y | +18.9% | -19.7% | +38.6% | +23.7% |
| 3Y | +74.1% | +81.2% | -7.1% | +41.2% |
| All | +22.2% | +74.1% | -52.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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