+412.6%
CSX vs TRU
+172.9%
+239.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.0% |
| 7D | -2.2% | +4.9% | -7.1% | -3.7% |
| 30D | +6.8% | +26.9% | -20.1% | -1.7% |
| 3M | +0.7% | +4.0% | -3.3% | -1.4% |
| 6M | +13.3% | +15.8% | -2.6% | +5.9% |
| YTD | +40.5% | -2.6% | +43.1% | +37.6% |
| 1Y | +44.7% | +3.9% | +40.8% | +38.1% |
| 3Y | +74.5% | +59.2% | +15.3% | +32.4% |
| 5Y | +52.0% | -25.7% | +77.7% | +54.5% |
| 10Y | +412.6% | +179.3% | +233.4% | +248.7% |
| All | +412.6% | +172.9% | +239.7% | +248.7% |
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