+488.5%
CSX vs TDG
+540.0%
-51.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +0.1% | -2.7% | +2.8% | +1.1% |
| 30D | -1.5% | -9.3% | +7.7% | +1.9% |
| 3M | +6.0% | -7.1% | +13.0% | +8.3% |
| 6M | +20.6% | -11.2% | +31.7% | +24.6% |
| YTD | +36.5% | -15.3% | +51.8% | +43.0% |
| 1Y | +55.0% | -12.5% | +67.4% | +59.9% |
| 3Y | +70.8% | +51.2% | +19.6% | +38.6% |
| 5Y | +69.6% | +126.1% | -56.6% | +14.6% |
| All | +488.5% | +540.0% | -51.5% | +177.9% |
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