+2,020.4%
CSX vs TDG
+13,257.8%
-11,237.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -3.4% | -2.0% | -1.4% | -2.5% |
| 30D | -3.1% | -7.4% | +4.3% | 0.0% |
| 3M | +7.2% | -5.4% | +12.5% | +9.0% |
| 6M | +16.2% | -11.6% | +27.8% | +21.0% |
| YTD | +37.5% | -12.6% | +50.2% | +43.2% |
| 1Y | +53.2% | -9.3% | +62.6% | +56.4% |
| 3Y | +68.2% | +49.2% | +19.1% | +34.0% |
| 5Y | +65.2% | +132.1% | -66.9% | +5.3% |
| 10Y | +504.1% | +544.8% | -40.7% | +116.9% |
| All | +2,020.4% | +13,257.8% | -11,237.4% | +83.7% |
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