+72.2%
CSX vs TTD
-81.8%
+154.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.2% | +1.0% |
| 7D | -3.4% | +6.3% | -9.7% | -3.7% |
| 30D | -3.1% | -23.9% | +20.8% | -2.0% |
| 3M | +7.2% | -31.4% | +38.6% | +8.8% |
| 6M | +16.2% | -42.7% | +58.8% | +18.6% |
| YTD | +37.5% | -62.0% | +99.5% | +44.0% |
| 1Y | +53.2% | -72.2% | +125.4% | +63.8% |
| All | +72.2% | -81.8% | +154.0% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling