+416.4%
CSX vs TRGP
+826.3%
-409.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.8% |
| 7D | -0.3% | +2.4% | -2.7% | -0.8% |
| 30D | +8.7% | +0.8% | +7.9% | +8.2% |
| 3M | +4.2% | +10.4% | -6.2% | +1.5% |
| 6M | +16.7% | +16.3% | +0.4% | +12.1% |
| YTD | +44.5% | +61.1% | -16.6% | +28.7% |
| 1Y | +50.3% | +71.6% | -21.3% | +31.9% |
| 3Y | +76.3% | +267.5% | -191.2% | +28.4% |
| 5Y | +58.1% | +488.1% | -430.0% | +2.5% |
| 10Y | +416.4% | +803.8% | -387.4% | +164.2% |
| All | +416.4% | +826.3% | -409.9% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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