+47.3%
CSX vs TTWO
-3.2%
+50.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.3% | -7.1% | +1.3% |
| 7D | +0.7% | +15.2% | -14.5% | +0.9% |
| 30D | +8.1% | +5.2% | +2.8% | +8.0% |
| 3M | +2.2% | -11.4% | +13.6% | +1.2% |
| 6M | +14.6% | +1.9% | +12.7% | +14.4% |
| YTD | +42.2% | -12.3% | +54.5% | +38.9% |
| 1Y | +47.3% | -4.0% | +51.3% | +43.1% |
| All | +47.3% | -3.2% | +50.5% | +43.1% |
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 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