+412.6%
CSX vs TRV
+372.9%
+39.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -2.2% | -0.9% | -1.3% | -1.7% |
| 30D | +6.8% | +7.2% | -0.4% | +3.4% |
| 3M | +0.7% | +3.2% | -2.5% | -0.9% |
| 6M | +13.3% | +33.6% | -20.4% | -2.3% |
| YTD | +40.5% | +37.8% | +2.7% | +19.2% |
| 1Y | +44.7% | +43.4% | +1.3% | +20.3% |
| 3Y | +74.5% | +146.7% | -72.2% | +6.1% |
| 5Y | +52.0% | +176.1% | -124.1% | -15.3% |
| 10Y | +412.6% | +357.4% | +55.2% | +116.7% |
| All | +412.6% | +372.9% | +39.8% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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