+45.6%
CSX vs TRU
+3.5%
+42.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.5% |
| 7D | -2.2% | +4.9% | -7.1% | -2.6% |
| 30D | +6.8% | +26.9% | -20.1% | +4.9% |
| 3M | +0.7% | +4.0% | -3.3% | 0.0% |
| 6M | +13.3% | +15.8% | -2.6% | +11.7% |
| YTD | +40.5% | -2.6% | +43.1% | +39.7% |
| All | +45.6% | +3.5% | +42.1% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling