+414.9%
CSX vs TDG
+551.7%
-136.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +6.0% | +1.7% | +4.3% | +5.3% |
| 30D | +7.8% | +9.7% | -1.9% | +4.1% |
| 3M | +4.1% | -2.3% | +6.4% | +4.7% |
| 6M | +17.9% | +1.3% | +16.6% | +16.3% |
| YTD | +44.9% | -8.5% | +53.4% | +47.3% |
| 1Y | +51.1% | -8.1% | +59.3% | +53.3% |
| 3Y | +78.3% | +43.4% | +34.9% | +48.0% |
| 5Y | +58.1% | +127.8% | -69.7% | +6.4% |
| All | +414.9% | +551.7% | -136.7% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling