+112.3%
NSC vs TXG
+7.8%
+104.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | +2.5% | -1.8% | +4.3% | +2.6% |
| 30D | +1.7% | -20.4% | +22.1% | +3.4% |
| 3M | -2.6% | +0.1% | -2.6% | -3.7% |
| 6M | +6.4% | +176.2% | -169.8% | -6.0% |
| YTD | +15.5% | +256.8% | -241.3% | -1.7% |
| 1Y | +17.6% | +255.9% | -238.3% | -0.2% |
| 3Y | +75.0% | +60.2% | +14.8% | +54.8% |
| 5Y | +32.2% | -65.1% | +97.2% | +30.5% |
| All | +112.3% | +7.8% | +104.5% | +58.8% |
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