+53.2%
CSX vs TDG
-9.4%
+62.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.4% | -2.0% | -1.4% | -3.2% |
| 30D | -3.1% | -7.4% | +4.3% | -2.6% |
| 3M | +7.2% | -5.4% | +12.5% | +7.2% |
| 6M | +16.2% | -11.6% | +27.8% | +16.3% |
| YTD | +37.5% | -12.6% | +50.2% | +37.2% |
| 1Y | +53.2% | -9.3% | +62.6% | +52.7% |
| All | +53.2% | -9.4% | +62.6% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling