+65.5%
CSX vs TDG
+132.8%
-67.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | -2.3% | -6.5% | +4.3% | -0.4% |
| 3M | +4.3% | -5.1% | +9.4% | +5.4% |
| 6M | +23.4% | -11.5% | +34.9% | +26.8% |
| YTD | +36.4% | -13.9% | +50.3% | +40.9% |
| 1Y | +53.0% | -11.5% | +64.5% | +56.2% |
| 3Y | +70.6% | +53.7% | +17.0% | +38.1% |
| 5Y | +65.5% | +135.5% | -70.0% | +11.0% |
| All | +65.5% | +132.8% | -67.3% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling