+52.9%
CSX vs TDG
-14.4%
+67.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -0.6% | -2.4% | +1.9% | -0.4% |
| 30D | -3.2% | -8.0% | +4.8% | -2.7% |
| 3M | +2.6% | -10.5% | +13.0% | +3.1% |
| 6M | +19.8% | -11.9% | +31.7% | +20.1% |
| YTD | +34.7% | -15.4% | +50.0% | +34.6% |
| All | +52.9% | -14.4% | +67.2% | +52.8% |
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