+108.5%
NSC vs TXG
+24.6%
+83.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | -2.0% | +9.1% | -11.2% | -2.9% |
| 30D | -3.2% | +14.9% | -18.1% | -4.6% |
| 3M | +3.9% | +120.0% | -116.0% | -4.6% |
| 6M | +7.8% | +221.8% | -214.0% | -5.7% |
| YTD | +13.4% | +312.6% | -299.2% | -3.9% |
| 1Y | +20.3% | +398.4% | -378.1% | -1.1% |
| 3Y | +76.1% | +42.1% | +34.0% | +59.4% |
| 5Y | +45.0% | -63.5% | +108.5% | +44.0% |
| All | +108.5% | +24.6% | +83.8% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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