+117.2%
CSX vs TW
+211.4%
-94.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.1% |
| 7D | +0.6% | -3.5% | +4.1% | +1.5% |
| 30D | -2.3% | +0.5% | -2.8% | -2.4% |
| 3M | +4.3% | +4.9% | -0.6% | +2.4% |
| 6M | +23.4% | -17.1% | +40.5% | +28.7% |
| YTD | +36.4% | -3.9% | +40.3% | +36.0% |
| 1Y | +53.0% | -13.3% | +66.3% | +56.9% |
| 3Y | +70.6% | +20.9% | +49.7% | +51.9% |
| 5Y | +65.5% | +20.5% | +45.0% | +44.0% |
| All | +117.2% | +211.4% | -94.3% | +36.1% |
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