+123.7%
CSX vs TW
+287.8%
-164.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | -2.2% | +3.4% | -5.6% | -3.0% |
| 30D | +6.8% | +15.5% | -8.6% | +2.9% |
| 3M | +0.7% | +25.1% | -24.4% | -5.1% |
| 6M | +13.3% | +18.2% | -4.9% | +7.7% |
| YTD | +40.5% | +19.7% | +20.8% | +32.2% |
| 1Y | +44.7% | +18.1% | +26.6% | +36.6% |
| 3Y | +74.5% | +40.5% | +34.0% | +50.3% |
| 5Y | +52.0% | +37.1% | +14.9% | +29.3% |
| All | +123.7% | +287.8% | -164.1% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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