+99.8%
NSC vs TW
+301.3%
-201.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +2.5% | +3.9% | -1.4% | +1.5% |
| 30D | +1.7% | +19.9% | -18.2% | -2.9% |
| 3M | -2.6% | +25.9% | -28.5% | -8.2% |
| 6M | +6.4% | +21.1% | -14.7% | +0.8% |
| YTD | +15.5% | +23.9% | -8.4% | +8.0% |
| 1Y | +17.6% | +21.2% | -3.6% | +10.5% |
| 3Y | +75.0% | +44.8% | +30.2% | +50.9% |
| 5Y | +32.2% | +41.4% | -9.2% | +12.5% |
| All | +99.8% | +301.3% | -201.6% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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