+504.6%
CSX vs TT
+887.4%
-382.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.4% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -3.1% | -7.2% | +4.1% | +0.5% |
| 3M | +7.2% | -3.0% | +10.1% | +8.1% |
| 6M | +16.2% | +1.4% | +14.8% | +14.2% |
| YTD | +37.5% | +15.9% | +21.7% | +25.8% |
| 1Y | +53.2% | +9.4% | +43.8% | +43.6% |
| 3Y | +68.2% | +124.4% | -56.1% | +0.1% |
| 5Y | +65.2% | +138.0% | -72.8% | -7.5% |
| All | +504.6% | +887.4% | -382.8% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded TT 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling