+418.4%
CSX vs TT
+737.0%
-318.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.1% |
| 7D | +3.1% | +8.1% | -5.0% | -0.8% |
| 30D | +9.7% | -11.3% | +21.0% | +15.6% |
| 3M | +4.9% | -11.2% | +16.1% | +10.3% |
| 6M | +18.4% | -8.9% | +27.3% | +22.0% |
| YTD | +45.9% | +9.7% | +36.1% | +35.9% |
| 1Y | +50.0% | +1.3% | +48.7% | +45.4% |
| 3Y | +78.0% | +93.4% | -15.3% | +14.8% |
| 5Y | +59.2% | +133.5% | -74.4% | -11.4% |
| All | +418.4% | +737.0% | -318.7% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling