+24.4%
NSC vs TRGP
+415.2%
-390.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -2.1% |
| 7D | -6.6% | -16.0% | +9.4% | -2.4% |
| 30D | +2.2% | -6.4% | +8.6% | +3.6% |
| 3M | -6.2% | -1.0% | -5.2% | -6.6% |
| 6M | +1.7% | +7.0% | -5.3% | -1.3% |
| YTD | +12.2% | +46.1% | -33.9% | -1.1% |
| 1Y | +15.4% | +58.7% | -43.3% | -0.9% |
| 3Y | +73.3% | +221.9% | -148.5% | +15.1% |
| All | +24.4% | +415.2% | -390.8% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling