+409.0%
CSX vs TTWO
+354.2%
+54.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.3% | -7.1% | -0.3% |
| 7D | +0.7% | +15.2% | -14.5% | -2.0% |
| 30D | +8.1% | +5.2% | +2.8% | +6.9% |
| 3M | +2.2% | -11.4% | +13.6% | +4.2% |
| 6M | +14.6% | +1.9% | +12.7% | +13.3% |
| YTD | +42.2% | -12.3% | +54.5% | +44.1% |
| 1Y | +47.3% | -4.0% | +51.3% | +46.5% |
| 3Y | +73.5% | +51.9% | +21.6% | +54.1% |
| 5Y | +54.1% | +22.9% | +31.2% | +39.6% |
| 10Y | +409.0% | +378.6% | +30.4% | +249.1% |
| All | +409.0% | +354.2% | +54.8% | +249.1% |
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