+335.7%
NSC vs TROW
+128.2%
+207.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | -2.0% | -1.5% | -0.5% | -1.3% |
| 30D | -3.2% | -5.3% | +2.1% | -0.5% |
| 3M | +3.9% | +2.9% | +1.0% | +1.8% |
| 6M | +7.8% | +22.2% | -14.4% | -3.6% |
| YTD | +13.4% | +8.1% | +5.3% | +7.4% |
| 1Y | +20.3% | +5.8% | +14.5% | +14.8% |
| 3Y | +76.1% | +14.0% | +62.1% | +57.9% |
| 5Y | +45.0% | -38.3% | +83.3% | +76.7% |
| 10Y | +335.7% | +131.7% | +204.1% | +151.2% |
| All | +335.7% | +128.2% | +207.5% | +151.2% |
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