+2,066.3%
CSX vs TDG
+13,910.7%
-11,844.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +0.9% | +2.0% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | +6.8% | +10.0% | -3.2% | +2.5% |
| 3M | +0.7% | -0.5% | +1.2% | +0.6% |
| 6M | +13.3% | +0.3% | +12.9% | +12.0% |
| YTD | +40.5% | -8.3% | +48.9% | +43.1% |
| 1Y | +44.7% | -5.1% | +49.8% | +45.0% |
| 3Y | +74.5% | +46.5% | +28.0% | +40.5% |
| 5Y | +52.0% | +114.1% | -62.1% | +0.6% |
| 10Y | +412.6% | +555.9% | -143.3% | +82.7% |
| All | +2,066.3% | +13,910.7% | -11,844.4% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling