+5,605.4%
NSC vs TXT
+2,070.1%
+3,535.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.5% | -4.8% | -0.7% | -3.8% |
| 30D | -3.2% | -10.6% | +7.4% | +0.8% |
| 3M | +7.7% | -13.2% | +20.9% | +13.0% |
| 6M | +4.5% | -20.3% | +24.9% | +13.0% |
| YTD | +15.6% | -9.3% | +24.8% | +18.8% |
| 1Y | +19.8% | -2.7% | +22.5% | +19.8% |
| 3Y | +70.1% | +1.4% | +68.7% | +65.8% |
| 5Y | +46.1% | +9.6% | +36.6% | +36.4% |
| 10Y | +328.1% | +94.9% | +233.2% | +209.4% |
| All | +5,605.4% | +2,070.1% | +3,535.3% | +1,445.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling