+45.9%
NSC vs TXG
-65.4%
+111.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.9% |
| 7D | -1.5% | +9.4% | -10.9% | -2.3% |
| 30D | -1.9% | +26.1% | -28.0% | -4.0% |
| 3M | +6.2% | +124.8% | -118.6% | -1.9% |
| 6M | +9.2% | +215.2% | -206.1% | -3.1% |
| YTD | +15.0% | +302.2% | -287.2% | -0.9% |
| 1Y | +21.1% | +370.9% | -349.8% | +1.7% |
| 3Y | +78.6% | +38.5% | +40.1% | +63.1% |
| 5Y | +45.9% | -64.4% | +110.2% | +31.7% |
| All | +45.9% | -65.4% | +111.3% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling