+490.1%
CSX vs TTMI
+1,052.3%
-562.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -8.0% | -1.0% |
| 7D | -3.4% | +5.9% | -9.2% | -4.6% |
| 30D | -3.1% | -4.3% | +1.2% | -2.7% |
| 3M | +7.2% | -32.0% | +39.2% | +13.5% |
| 6M | +16.2% | +19.5% | -3.3% | +5.8% |
| YTD | +37.5% | +82.0% | -44.5% | +11.5% |
| 1Y | +53.2% | +172.6% | -119.4% | +9.5% |
| 3Y | +68.2% | +744.7% | -676.4% | -17.2% |
| 5Y | +65.2% | +805.6% | -740.3% | -23.5% |
| All | +490.1% | +1,052.3% | -562.2% | +149.3% |
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