+75.0%
NSC vs TW
+44.1%
+30.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | +2.5% | +3.9% | -1.4% | +2.3% |
| 30D | +1.7% | +19.9% | -18.2% | +0.8% |
| 3M | -2.6% | +25.9% | -28.5% | -3.7% |
| 6M | +6.4% | +21.1% | -14.7% | +5.5% |
| YTD | +15.5% | +23.9% | -8.4% | +14.1% |
| 1Y | +17.6% | +21.2% | -3.6% | +16.4% |
| 3Y | +75.0% | +44.8% | +30.2% | +74.6% |
| All | +75.0% | +44.1% | +30.9% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling