+73.5%
CSX vs TT
+94.9%
-21.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | +8.1% | -11.8% | +19.9% | +11.1% |
| 3M | +2.2% | -11.6% | +13.8% | +4.9% |
| 6M | +14.6% | -9.3% | +23.9% | +16.5% |
| YTD | +42.2% | +8.9% | +33.3% | +37.9% |
| 1Y | +47.3% | -2.2% | +49.6% | +46.5% |
| 3Y | +73.5% | +91.9% | -18.4% | +39.4% |
| All | +73.5% | +94.9% | -21.4% | +39.4% |
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