+10,299.8%
CSX vs TT
+14,782.0%
-4,482.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.4% |
| 7D | +0.1% | -8.5% | +8.6% | +4.0% |
| 30D | +9.7% | -12.8% | +22.5% | +16.1% |
| 3M | +2.3% | -12.9% | +15.2% | +8.0% |
| 6M | +17.1% | -15.2% | +32.3% | +24.4% |
| YTD | +44.9% | +6.2% | +38.7% | +38.6% |
| 1Y | +47.1% | -4.5% | +51.6% | +47.4% |
| 3Y | +78.6% | +93.6% | -15.0% | +26.1% |
| 5Y | +57.2% | +141.1% | -83.9% | -2.0% |
| 10Y | +479.2% | +796.8% | -317.6% | +99.2% |
| All | +10,299.8% | +14,782.0% | -4,482.2% | +882.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling