+427.3%
CSX vs TTMI
+352.8%
+74.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.9% | -10.3% | -4.6% |
| 7D | -5.5% | -19.8% | +14.3% | -2.2% |
| 30D | +4.9% | -48.1% | +53.1% | +15.8% |
| 3M | -2.9% | -51.2% | +48.4% | +7.7% |
| 6M | +8.3% | -59.6% | +67.9% | +22.0% |
| YTD | +36.7% | -3.6% | +40.3% | +20.6% |
| 1Y | +41.5% | -2.3% | +43.8% | +22.8% |
| 3Y | +68.6% | +369.4% | -300.7% | -12.3% |
| 5Y | +48.4% | +365.4% | -317.0% | -26.3% |
| All | +427.3% | +352.8% | +74.6% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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