+54.3%
CSX vs TRU
-14.1%
+68.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +1.2% |
| 7D | -3.4% | -6.8% | +3.4% | -3.0% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | +7.2% | +13.3% | -6.1% | +6.1% |
| 6M | +16.2% | +3.4% | +12.7% | +15.4% |
| YTD | +37.5% | -6.4% | +43.9% | +37.6% |
| All | +54.3% | -14.1% | +68.4% | +55.9% |
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