+32.3%
NSC vs TXT
+8.5%
+23.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +1.7% | +13.3% | -11.6% | -4.1% |
| 3M | -2.6% | -5.0% | +2.4% | -0.8% |
| 6M | +6.4% | -8.4% | +14.8% | +9.6% |
| YTD | +15.5% | -4.0% | +19.5% | +15.6% |
| 1Y | +17.6% | +2.8% | +14.8% | +13.9% |
| 3Y | +75.0% | +10.3% | +64.7% | +59.3% |
| All | +32.3% | +8.5% | +23.7% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling