+72.2%
CSX vs TW
+26.0%
+46.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -3.4% | -2.3% | -1.1% | -3.3% |
| 30D | -3.1% | +3.9% | -7.0% | -3.2% |
| 3M | +7.2% | +5.7% | +1.5% | +6.9% |
| 6M | +16.2% | -14.5% | +30.7% | +17.6% |
| YTD | +37.5% | -0.9% | +38.4% | +37.3% |
| 1Y | +53.2% | -13.5% | +66.7% | +54.6% |
| All | +72.2% | +26.0% | +46.2% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling