+488.7%
CSX vs TTD
+345.6%
+143.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -2.0% |
| 7D | -2.7% | -1.9% | -0.8% | -2.5% |
| 30D | +7.0% | +7.5% | -0.5% | +6.2% |
| 3M | -0.3% | -32.4% | +32.1% | +3.2% |
| 6M | +13.5% | -47.9% | +61.5% | +20.2% |
| YTD | +41.5% | -66.3% | +107.8% | +55.7% |
| 1Y | +45.8% | -73.1% | +118.9% | +64.3% |
| 3Y | +74.4% | -83.8% | +158.2% | +97.6% |
| 5Y | +53.6% | -81.3% | +134.9% | +61.2% |
| 10Y | +465.6% | +436.7% | +29.0% | +327.7% |
| All | +488.7% | +345.6% | +143.1% | +348.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling