+445.7%
CSX vs TT
+744.7%
-299.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -0.2% |
| 7D | -2.7% | -9.0% | +6.3% | +1.7% |
| 30D | +7.0% | -17.6% | +24.6% | +17.0% |
| 3M | -0.3% | -18.7% | +18.4% | +9.5% |
| 6M | +13.5% | -17.4% | +31.0% | +22.9% |
| YTD | +41.5% | +1.5% | +40.0% | +36.9% |
| 1Y | +45.8% | -9.4% | +55.2% | +49.4% |
| 3Y | +74.4% | +85.1% | -10.7% | +14.4% |
| 5Y | +53.6% | +125.7% | -72.1% | -13.9% |
| All | +445.7% | +744.7% | -299.0% | +19.6% |
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 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