+117.7%
CSX vs TW
+286.2%
-168.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -5.5% | +4.2% | -9.8% | -6.5% |
| 30D | +4.9% | +18.9% | -14.0% | +0.4% |
| 3M | -2.9% | +23.8% | -26.6% | -8.2% |
| 6M | +8.3% | +17.0% | -8.7% | +3.3% |
| YTD | +36.7% | +19.2% | +17.5% | +28.8% |
| 1Y | +41.5% | +20.1% | +21.4% | +32.9% |
| 3Y | +68.6% | +40.5% | +28.1% | +45.2% |
| 5Y | +48.4% | +38.0% | +10.4% | +25.9% |
| All | +117.7% | +286.2% | -168.5% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling