+99.9%
NSC vs TW
+221.1%
-121.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -5.5% | -2.3% | -3.2% | -5.0% |
| 30D | -3.2% | +3.9% | -7.1% | -4.2% |
| 3M | +7.7% | +5.7% | +2.0% | +5.6% |
| 6M | +4.5% | -14.5% | +19.0% | +8.2% |
| YTD | +15.6% | -0.9% | +16.4% | +14.4% |
| 1Y | +19.8% | -13.5% | +33.3% | +23.1% |
| 3Y | +70.1% | +25.0% | +45.1% | +51.3% |
| 5Y | +46.1% | +22.7% | +23.4% | +27.7% |
| All | +99.9% | +221.1% | -121.2% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling