+414.9%
CSX vs TTD
+513.2%
-98.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.8% |
| 7D | +6.0% | +21.3% | -15.3% | +3.8% |
| 30D | +7.8% | +28.7% | -20.9% | +4.8% |
| 3M | +4.1% | +7.7% | -3.6% | +3.0% |
| 6M | +17.9% | -23.5% | +41.4% | +20.0% |
| YTD | +44.9% | -58.7% | +103.6% | +56.3% |
| 1Y | +51.1% | -63.4% | +114.6% | +65.1% |
| 3Y | +78.3% | -75.3% | +153.6% | +93.4% |
| 5Y | +58.1% | -84.4% | +142.5% | +71.1% |
| All | +414.9% | +513.2% | -98.3% | +275.5% |
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