+414.9%
CSX vs TT
+725.1%
-310.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | 0.0% |
| 7D | +6.0% | +4.0% | +1.9% | +3.9% |
| 30D | +7.8% | -11.3% | +19.1% | +13.6% |
| 3M | +4.1% | -12.3% | +16.4% | +10.1% |
| 6M | +17.9% | -10.8% | +28.8% | +22.8% |
| YTD | +44.9% | +8.2% | +36.7% | +35.9% |
| 1Y | +51.1% | +1.5% | +49.7% | +46.3% |
| 3Y | +78.3% | +91.5% | -13.2% | +15.5% |
| 5Y | +58.1% | +130.2% | -72.1% | -11.4% |
| All | +414.9% | +725.1% | -310.2% | +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