+42.2%
CSX vs TPG
+74.1%
-31.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -0.9% | -9.4% | +8.5% | +1.3% |
| 30D | -2.0% | -5.3% | +3.3% | -1.0% |
| 3M | +3.6% | +12.9% | -9.3% | +0.2% |
| 6M | +22.0% | +20.1% | +2.0% | +15.6% |
| YTD | +36.3% | -22.5% | +58.8% | +43.3% |
| 1Y | +50.9% | -19.7% | +70.6% | +56.7% |
| 3Y | +69.2% | +81.2% | -12.0% | +38.0% |
| All | +42.2% | +74.1% | -31.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling