+419.8%
TXN vs NSC
+332.1%
+87.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.8% | +4.3% |
| 7D | +4.0% | -2.8% | +6.8% | +5.5% |
| 30D | -2.9% | -4.5% | +1.7% | -0.5% |
| 3M | -9.1% | +3.5% | -12.6% | -11.5% |
| 6M | +36.6% | +8.5% | +28.1% | +30.0% |
| YTD | +57.5% | +12.3% | +45.1% | +46.7% |
| 1Y | +49.5% | +18.9% | +30.6% | +35.0% |
| 3Y | +76.5% | +74.1% | +2.4% | +27.0% |
| 5Y | +62.4% | +43.9% | +18.5% | +27.2% |
| All | +419.8% | +332.1% | +87.7% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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