+41.5%
CSX vs TT
-7.6%
+49.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.7% | -3.9% |
| 7D | -5.5% | -2.0% | -3.5% | -5.1% |
| 30D | +4.9% | -14.0% | +19.0% | +8.6% |
| 3M | -2.9% | -15.9% | +13.0% | +1.3% |
| 6M | +8.3% | -17.3% | +25.7% | +13.3% |
| YTD | +36.7% | +4.0% | +32.8% | +32.0% |
| 1Y | +41.5% | -7.1% | +48.6% | +44.3% |
| All | +41.5% | -7.6% | +49.1% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling