+114.0%
NSC vs TXG
+14.9%
+99.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | -3.5% | -8.1% | +4.6% | -2.9% |
| 30D | +3.9% | -17.5% | +21.4% | +5.3% |
| 3M | -0.8% | +6.1% | -6.9% | -2.4% |
| 6M | +7.1% | +202.7% | -195.6% | -6.2% |
| YTD | +16.4% | +280.4% | -264.0% | -1.5% |
| 1Y | +16.9% | +274.0% | -257.1% | -1.2% |
| 3Y | +78.4% | +74.9% | +3.5% | +56.5% |
| 5Y | +33.1% | -63.0% | +96.2% | +30.7% |
| All | +114.0% | +14.9% | +99.1% | +59.2% |
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