+20,639.1%
TXN vs NSC
+5,636.1%
+15,003.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | +2.7% | -2.0% | +4.7% | +3.6% |
| 30D | -6.7% | -3.2% | -3.5% | -5.5% |
| 3M | -8.9% | +3.9% | -12.8% | -10.9% |
| 6M | +34.7% | +7.8% | +26.9% | +30.0% |
| YTD | +53.3% | +13.4% | +39.9% | +44.6% |
| 1Y | +45.0% | +20.3% | +24.7% | +33.2% |
| 3Y | +73.1% | +76.1% | -3.0% | +33.3% |
| 5Y | +59.9% | +45.0% | +14.9% | +32.5% |
| 10Y | +415.7% | +335.7% | +80.0% | +162.9% |
| All | +20,639.1% | +5,636.1% | +15,003.0% | +2,655.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling