+648.0%
NSC vs TRGP
+2,170.2%
-1,522.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | 0.0% |
| 7D | -3.4% | -5.8% | +2.4% | -2.2% |
| 30D | +3.6% | -1.5% | +5.1% | +3.7% |
| 3M | -1.4% | +6.1% | -7.5% | -3.1% |
| 6M | +6.0% | +14.4% | -8.4% | +2.2% |
| YTD | +15.5% | +55.3% | -39.8% | +3.9% |
| 1Y | +16.2% | +69.1% | -52.9% | +2.6% |
| 3Y | +76.9% | +254.3% | -177.3% | +31.0% |
| 5Y | +29.3% | +471.4% | -442.1% | -14.6% |
| 10Y | +298.3% | +773.0% | -474.7% | +108.0% |
| All | +648.0% | +2,170.2% | -1,522.3% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling