+48.2%
CSX vs TTMI
+364.5%
-316.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.9% | -10.3% | -4.1% |
| 7D | -5.5% | -19.8% | +14.3% | -3.6% |
| 30D | +4.9% | -48.1% | +53.1% | +11.5% |
| 3M | -2.9% | -51.2% | +48.4% | +3.6% |
| 6M | +8.3% | -59.6% | +67.9% | +16.8% |
| YTD | +36.7% | -3.6% | +40.3% | +24.5% |
| 1Y | +41.5% | -2.3% | +43.8% | +27.5% |
| 3Y | +68.6% | +369.4% | -300.7% | +3.2% |
| All | +48.2% | +364.5% | -316.3% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling