+309.6%
NSC vs TXT
+112.2%
+197.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.9% |
| 7D | -6.6% | -2.5% | -4.1% | -5.5% |
| 30D | +2.2% | +14.4% | -12.2% | -4.7% |
| 3M | -6.2% | -4.9% | -1.3% | -4.5% |
| 6M | +1.7% | -10.2% | +11.9% | +5.9% |
| YTD | +12.2% | -4.1% | +16.3% | +12.4% |
| 1Y | +15.4% | +4.0% | +11.5% | +11.0% |
| 3Y | +73.3% | +8.0% | +65.4% | +59.9% |
| 5Y | +24.7% | +8.4% | +16.2% | +12.1% |
| All | +309.6% | +112.2% | +197.4% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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