+6,252.0%
CSX vs TTMI
+220.0%
+6,032.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.9% | -10.3% | -4.5% |
| 7D | -5.5% | -19.8% | +14.3% | -2.5% |
| 30D | +4.9% | -48.1% | +53.1% | +14.4% |
| 3M | -2.9% | -51.2% | +48.4% | +6.3% |
| 6M | +8.3% | -59.6% | +67.9% | +20.1% |
| YTD | +36.7% | -3.6% | +40.3% | +27.0% |
| 1Y | +41.5% | -2.3% | +43.8% | +30.1% |
| 3Y | +68.6% | +369.4% | -300.7% | +12.6% |
| 5Y | +48.4% | +365.4% | -317.0% | -3.0% |
| 10Y | +446.6% | +413.2% | +33.4% | +239.5% |
| All | +6,252.0% | +220.0% | +6,032.0% | +2,963.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling