+78.6%
NSC vs TROW
+14.8%
+63.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -1.9% | -4.0% | +2.1% | -0.3% |
| 3M | +6.2% | +5.0% | +1.2% | +3.5% |
| 6M | +9.2% | +24.3% | -15.1% | -1.2% |
| YTD | +15.0% | +9.8% | +5.3% | +9.3% |
| 1Y | +21.1% | +6.4% | +14.6% | +16.4% |
| 3Y | +78.6% | +15.8% | +62.8% | +57.0% |
| All | +78.6% | +14.8% | +63.8% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling