+99.8%
NSC vs TW
+291.9%
-192.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.4% |
| 7D | -3.4% | +3.1% | -6.5% | -4.2% |
| 30D | +3.6% | +16.7% | -13.1% | -0.4% |
| 3M | -1.4% | +25.2% | -26.6% | -7.0% |
| 6M | +6.0% | +19.5% | -13.5% | +0.7% |
| YTD | +15.5% | +21.0% | -5.5% | +8.6% |
| 1Y | +16.2% | +19.0% | -2.7% | +9.8% |
| 3Y | +76.9% | +40.7% | +36.3% | +53.7% |
| 5Y | +29.3% | +40.1% | -10.8% | +10.1% |
| All | +99.8% | +291.9% | -192.1% | +19.6% |
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