+68.6%
CSX vs TRV
+146.9%
-78.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.8% |
| 7D | -5.5% | -0.3% | -5.3% | -5.4% |
| 30D | +4.9% | +9.6% | -4.7% | +2.5% |
| 3M | -2.9% | +2.7% | -5.6% | -3.5% |
| 6M | +8.3% | +32.0% | -23.7% | +0.2% |
| YTD | +36.7% | +37.8% | -1.0% | +25.1% |
| 1Y | +41.5% | +45.2% | -3.7% | +27.6% |
| 3Y | +68.6% | +145.3% | -76.6% | +38.5% |
| All | +68.6% | +146.9% | -78.3% | +38.5% |
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