+482.4%
CSX vs TRI
+190.0%
+292.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +1.2% |
| 7D | +0.6% | -7.1% | +7.7% | +2.7% |
| 30D | -2.3% | -2.3% | +0.1% | -2.0% |
| 3M | +4.3% | +19.6% | -15.3% | -3.7% |
| 6M | +23.4% | -8.7% | +32.1% | +24.5% |
| YTD | +36.4% | -22.3% | +58.7% | +46.6% |
| 1Y | +53.0% | -40.7% | +93.7% | +87.3% |
| 3Y | +70.6% | -17.8% | +88.4% | +65.3% |
| 5Y | +65.5% | -8.5% | +74.0% | +47.2% |
| 10Y | +482.4% | +192.6% | +289.8% | +179.0% |
| All | +482.4% | +190.0% | +292.3% | +179.0% |
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