+67.1%
CSX vs TPG
+86.5%
-19.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.5% |
| 7D | -0.6% | -6.5% | +5.9% | +0.8% |
| 30D | -3.2% | +0.1% | -3.3% | -3.4% |
| 3M | +2.6% | +14.5% | -11.9% | -0.7% |
| 6M | +19.8% | +17.3% | +2.5% | +14.8% |
| YTD | +34.7% | -20.5% | +55.2% | +41.1% |
| 1Y | +52.1% | -13.2% | +65.4% | +55.3% |
| All | +67.1% | +86.5% | -19.3% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling