+50.0%
CSX vs TTD
-65.5%
+115.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.0% |
| 7D | +3.1% | +20.8% | -17.7% | +3.1% |
| 30D | +9.7% | +27.1% | -17.4% | +9.9% |
| 3M | +4.9% | +14.7% | -9.8% | +4.9% |
| 6M | +18.4% | -26.8% | +45.2% | +16.9% |
| YTD | +45.9% | -59.2% | +105.1% | +43.0% |
| 1Y | +50.0% | -64.7% | +114.6% | +51.0% |
| All | +50.0% | -65.5% | +115.5% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling