+482.4%
CSX vs TRGP
+843.4%
-361.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | -2.3% | +14.6% | -16.8% | -5.3% |
| 3M | +4.3% | +11.9% | -7.6% | +1.4% |
| 6M | +23.4% | +25.3% | -1.9% | +16.6% |
| YTD | +36.4% | +61.9% | -25.5% | +21.7% |
| 1Y | +53.0% | +87.3% | -34.2% | +31.7% |
| 3Y | +70.6% | +268.0% | -197.4% | +24.3% |
| 5Y | +65.5% | +638.2% | -572.8% | +2.3% |
| 10Y | +482.4% | +821.9% | -339.6% | +194.3% |
| All | +482.4% | +843.4% | -361.0% | +194.3% |
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