+416.4%
CSX vs TTD
+538.9%
-122.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.2% |
| 7D | -0.3% | +20.8% | -21.1% | -2.3% |
| 30D | +8.7% | +33.8% | -25.1% | +5.3% |
| 3M | +4.2% | +17.8% | -13.6% | +2.1% |
| 6M | +16.7% | -25.7% | +42.4% | +19.1% |
| YTD | +44.5% | -57.9% | +102.4% | +55.5% |
| 1Y | +50.3% | -63.8% | +114.1% | +64.5% |
| 3Y | +76.3% | -75.0% | +151.3% | +91.1% |
| 5Y | +58.1% | -82.5% | +140.7% | +68.9% |
| 10Y | +416.4% | +527.9% | -111.5% | +276.2% |
| All | +416.4% | +538.9% | -122.5% | +276.2% |
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