+5,440.5%
NSC vs TXT
+2,193.3%
+3,247.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.1% |
| 7D | -6.6% | -2.5% | -4.1% | -5.7% |
| 30D | +2.2% | +14.4% | -12.2% | -3.1% |
| 3M | -6.2% | -4.9% | -1.3% | -4.9% |
| 6M | +1.7% | -10.2% | +11.9% | +5.0% |
| YTD | +12.2% | -4.1% | +16.3% | +12.6% |
| 1Y | +15.4% | +4.0% | +11.5% | +12.3% |
| 3Y | +73.3% | +8.0% | +65.4% | +64.4% |
| 5Y | +24.7% | +8.4% | +16.2% | +16.5% |
| 10Y | +324.5% | +116.6% | +207.9% | +194.8% |
| All | +5,440.5% | +2,193.3% | +3,247.2% | +1,364.6% |
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