+53.6%
CSX vs TTD
-82.4%
+136.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -2.1% |
| 7D | -2.7% | -1.9% | -0.8% | -2.6% |
| 30D | +7.0% | +7.5% | -0.5% | +6.3% |
| 3M | -0.3% | -32.4% | +32.1% | +2.4% |
| 6M | +13.5% | -47.9% | +61.5% | +18.9% |
| YTD | +41.5% | -66.3% | +107.8% | +53.2% |
| 1Y | +45.8% | -73.1% | +118.9% | +61.2% |
| 3Y | +74.4% | -83.8% | +158.2% | +92.4% |
| 5Y | +53.6% | -81.3% | +134.9% | +59.1% |
| All | +53.6% | -82.4% | +136.1% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling