+427.3%
CSX vs TT
+764.8%
-337.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.7% | -4.5% |
| 7D | -5.5% | -2.0% | -3.5% | -4.7% |
| 30D | +4.9% | -14.0% | +19.0% | +12.3% |
| 3M | -2.9% | -15.9% | +13.0% | +4.8% |
| 6M | +8.3% | -17.3% | +25.7% | +17.2% |
| YTD | +36.7% | +4.0% | +32.8% | +30.7% |
| 1Y | +41.5% | -7.1% | +48.6% | +43.2% |
| 3Y | +68.6% | +90.2% | -21.6% | +9.1% |
| 5Y | +48.4% | +131.1% | -82.7% | -17.8% |
| All | +427.3% | +764.8% | -337.4% | +14.2% |
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