+74.5%
CSX vs TT
+85.3%
-10.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.3% |
| 7D | -2.7% | -9.0% | +6.3% | -0.6% |
| 30D | +7.0% | -17.6% | +24.6% | +11.8% |
| 3M | -0.3% | -18.7% | +18.4% | +4.5% |
| 6M | +13.5% | -17.4% | +31.0% | +18.1% |
| YTD | +41.5% | +1.5% | +40.0% | +39.5% |
| 1Y | +45.8% | -9.4% | +55.2% | +47.6% |
| All | +74.5% | +85.3% | -10.8% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling