+418.4%
CSX vs TRI
+225.1%
+193.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.1% | -7.5% | +10.6% | +5.5% |
| 30D | +9.7% | +3.9% | +5.8% | +8.1% |
| 3M | +4.9% | +7.2% | -2.2% | +1.6% |
| 6M | +18.4% | +27.0% | -8.6% | +5.9% |
| YTD | +45.9% | -14.0% | +59.9% | +51.1% |
| 1Y | +50.0% | -17.7% | +67.6% | +58.6% |
| 3Y | +78.0% | -10.7% | +88.7% | +68.2% |
| 5Y | +59.2% | +0.6% | +58.6% | +37.0% |
| All | +418.4% | +225.1% | +193.3% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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