+112.4%
NSC vs TXG
+16.0%
+96.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -5.5% | +1.8% | -7.3% | -5.7% |
| 30D | -3.2% | +32.0% | -35.2% | -6.1% |
| 3M | +7.7% | +87.0% | -79.3% | +0.4% |
| 6M | +4.5% | +180.1% | -175.5% | -7.2% |
| YTD | +15.6% | +284.1% | -268.6% | -1.3% |
| 1Y | +19.8% | +361.7% | -341.8% | -0.8% |
| 3Y | +70.1% | +15.9% | +54.2% | +57.3% |
| 5Y | +46.1% | -66.2% | +112.3% | +46.2% |
| All | +112.4% | +16.0% | +96.4% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling