+496.7%
CSX vs TTWO
+390.3%
+106.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -0.6% | -2.3% | +1.7% | -0.1% |
| 30D | -3.2% | -16.7% | +13.5% | 0.0% |
| 3M | +2.6% | -0.4% | +3.0% | +2.2% |
| 6M | +19.8% | -1.6% | +21.5% | +19.2% |
| YTD | +34.7% | -17.5% | +52.2% | +38.3% |
| 1Y | +52.1% | -14.8% | +67.0% | +55.0% |
| 3Y | +68.4% | +47.9% | +20.5% | +50.4% |
| 5Y | +65.1% | +34.5% | +30.6% | +46.5% |
| 10Y | +496.7% | +394.0% | +102.7% | +308.3% |
| All | +496.7% | +390.3% | +106.4% | +308.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling