+427.3%
CSX vs TTD
+435.2%
-7.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.5% |
| 7D | -5.5% | +5.2% | -10.7% | -6.0% |
| 30D | +4.9% | +6.9% | -2.0% | +4.1% |
| 3M | -2.9% | -26.8% | +24.0% | -0.2% |
| 6M | +8.3% | -46.1% | +54.5% | +14.4% |
| YTD | +36.7% | -65.9% | +102.7% | +50.6% |
| 1Y | +41.5% | -71.8% | +113.3% | +59.0% |
| 3Y | +68.6% | -83.3% | +151.9% | +90.9% |
| 5Y | +48.4% | -81.1% | +129.6% | +55.6% |
| All | +427.3% | +435.2% | -7.9% | +294.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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