+78.3%
CSX vs TRV
+149.8%
-71.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.0% | +2.0% | +3.9% | +5.4% |
| 30D | +7.8% | +6.7% | +1.1% | +6.0% |
| 3M | +4.1% | +9.4% | -5.3% | +1.7% |
| 6M | +17.9% | +37.7% | -19.8% | +7.8% |
| YTD | +44.9% | +40.6% | +4.3% | +31.8% |
| 1Y | +51.1% | +42.4% | +8.7% | +37.0% |
| 3Y | +78.3% | +148.1% | -69.8% | +46.5% |
| All | +78.3% | +149.8% | -71.6% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling