+291.1%
NSC vs TROW
+120.8%
+170.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.9% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +4.2% | +6.7% | -2.5% | +0.6% |
| 3M | -0.2% | -1.7% | +1.4% | +0.3% |
| 6M | +7.6% | +7.8% | -0.3% | +2.5% |
| YTD | +17.4% | +9.9% | +7.5% | +9.9% |
| 1Y | +18.3% | +8.7% | +9.6% | +11.2% |
| 3Y | +79.8% | +35.2% | +44.6% | +47.0% |
| 5Y | +34.3% | -37.5% | +71.8% | +63.3% |
| All | +291.1% | +120.8% | +170.3% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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