+67.8%
CSX vs TRV
+156.1%
-88.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -3.4% | -0.1% | -3.2% | -3.3% |
| 30D | -3.1% | -3.4% | +0.3% | -2.0% |
| 3M | +7.2% | +26.4% | -19.2% | -1.5% |
| 6M | +16.2% | +19.3% | -3.1% | +8.9% |
| YTD | +37.5% | +28.3% | +9.2% | +25.7% |
| 1Y | +53.2% | +34.3% | +18.9% | +37.7% |
| 3Y | +68.2% | +140.1% | -71.9% | +18.5% |
| All | +67.8% | +156.1% | -88.3% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling