+47.1%
CSX vs TTWO
-18.4%
+65.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +2.7% |
| 7D | +0.1% | +7.0% | -6.8% | +0.2% |
| 30D | +9.7% | +2.7% | +7.1% | +9.7% |
| 3M | +2.3% | -13.0% | +15.3% | +1.5% |
| 6M | +17.1% | -7.2% | +24.3% | +16.6% |
| YTD | +44.9% | -18.4% | +63.3% | +41.6% |
| 1Y | +47.1% | -17.2% | +64.3% | +43.8% |
| All | +47.1% | -18.4% | +65.5% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling