+416.4%
CSX vs TDG
+579.3%
-162.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 7D | -0.3% | +2.3% | -2.6% | -1.1% |
| 30D | +8.7% | +11.2% | -2.5% | +4.5% |
| 3M | +4.2% | +0.2% | +4.0% | +3.9% |
| 6M | +16.7% | +3.9% | +12.8% | +14.1% |
| YTD | +44.5% | -6.4% | +50.9% | +45.7% |
| 1Y | +50.3% | -3.8% | +54.1% | +49.9% |
| 3Y | +76.3% | +46.8% | +29.6% | +45.4% |
| 5Y | +58.1% | +128.3% | -70.1% | +6.8% |
| 10Y | +416.4% | +569.3% | -152.9% | +134.4% |
| All | +416.4% | +579.3% | -162.9% | +134.4% |
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