+409.0%
CSX vs TTMI
+415.6%
-6.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.9% |
| 7D | +0.7% | -11.5% | +12.2% | +2.4% |
| 30D | +8.1% | -40.3% | +48.4% | +16.0% |
| 3M | +2.2% | -44.5% | +46.7% | +10.3% |
| 6M | +14.6% | -54.1% | +68.7% | +25.6% |
| YTD | +42.2% | +4.7% | +37.5% | +23.4% |
| 1Y | +47.3% | +3.3% | +44.0% | +26.8% |
| 3Y | +73.5% | +407.2% | -333.7% | -10.8% |
| 5Y | +54.1% | +406.5% | -352.4% | -24.5% |
| 10Y | +409.0% | +420.4% | -11.4% | +128.3% |
| All | +409.0% | +415.6% | -6.6% | +128.3% |
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