+335.7%
NSC vs TRGP
+827.0%
-491.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | -3.2% | +9.5% | -12.6% | -5.3% |
| 3M | +3.9% | +10.8% | -6.9% | +1.2% |
| 6M | +7.8% | +25.3% | -17.5% | +1.8% |
| YTD | +13.4% | +60.3% | -46.9% | +1.2% |
| 1Y | +20.3% | +84.6% | -64.2% | +3.6% |
| 3Y | +76.1% | +264.4% | -188.3% | +28.3% |
| 5Y | +45.0% | +636.6% | -591.6% | -10.4% |
| 10Y | +335.7% | +848.9% | -513.2% | +127.3% |
| All | +335.7% | +827.0% | -491.3% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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