+52.0%
CSX vs TDG
+117.1%
-65.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +0.9% | +2.2% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | +6.8% | +10.0% | -3.2% | +3.9% |
| 3M | +0.7% | -0.5% | +1.2% | +0.7% |
| 6M | +13.3% | +0.3% | +12.9% | +12.4% |
| YTD | +40.5% | -8.3% | +48.9% | +42.5% |
| 1Y | +44.7% | -5.1% | +49.8% | +44.9% |
| 3Y | +74.5% | +46.5% | +28.0% | +44.0% |
| 5Y | +52.0% | +114.1% | -62.1% | +3.4% |
| All | +52.0% | +117.1% | -65.1% | +3.4% |
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 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