+40.5%
CSX vs TPG
+78.6%
-38.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.4% |
| 7D | -0.6% | -6.5% | +5.9% | +1.0% |
| 30D | -3.2% | +0.1% | -3.3% | -3.4% |
| 3M | +2.6% | +14.5% | -11.9% | -1.1% |
| 6M | +19.8% | +17.3% | +2.5% | +14.2% |
| YTD | +34.7% | -20.5% | +55.2% | +40.9% |
| 1Y | +52.1% | -13.2% | +65.4% | +55.0% |
| 3Y | +68.4% | +87.7% | -19.3% | +36.3% |
| All | +40.5% | +78.6% | -38.1% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling