+482.4%
CSX vs TRU
+138.6%
+343.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.1% |
| 7D | +0.6% | -7.2% | +7.8% | +3.0% |
| 30D | -2.3% | -2.8% | +0.6% | -1.5% |
| 3M | +4.3% | +13.0% | -8.7% | -0.9% |
| 6M | +23.4% | +0.7% | +22.7% | +21.1% |
| YTD | +36.4% | -9.0% | +45.4% | +37.3% |
| 1Y | +53.0% | -16.3% | +69.3% | +57.8% |
| 3Y | +70.6% | -1.1% | +71.7% | +55.7% |
| 5Y | +65.5% | -36.0% | +101.5% | +79.3% |
| 10Y | +482.4% | +139.9% | +342.5% | +318.6% |
| All | +482.4% | +138.6% | +343.7% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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