+59.2%
CSX vs TW
+41.5%
+17.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +3.1% | +3.2% | -0.1% | +2.6% |
| 30D | +9.7% | +19.7% | -10.0% | +6.8% |
| 3M | +4.9% | +26.8% | -21.9% | +1.1% |
| 6M | +18.4% | +20.9% | -2.5% | +14.8% |
| YTD | +45.9% | +22.9% | +23.0% | +40.2% |
| 1Y | +50.0% | +20.4% | +29.6% | +44.8% |
| 3Y | +78.0% | +42.9% | +35.1% | +59.0% |
| 5Y | +59.2% | +40.2% | +18.9% | +37.1% |
| All | +59.2% | +41.5% | +17.7% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling