+68.6%
CSX vs TTMI
+355.9%
-287.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.9% | -10.3% | -3.8% |
| 7D | -5.5% | -19.8% | +14.3% | -4.4% |
| 30D | +4.9% | -48.1% | +53.1% | +9.1% |
| 3M | -2.9% | -51.2% | +48.4% | +1.3% |
| 6M | +8.3% | -59.6% | +67.9% | +13.9% |
| YTD | +36.7% | -3.6% | +40.3% | +26.9% |
| 1Y | +41.5% | -2.3% | +43.8% | +30.3% |
| 3Y | +68.6% | +369.4% | -300.7% | +14.4% |
| All | +68.6% | +355.9% | -287.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling