+119.0%
CSX vs TW
+221.1%
-102.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | -3.4% | -2.3% | -1.1% | -2.8% |
| 30D | -3.1% | +3.9% | -7.0% | -4.1% |
| 3M | +7.2% | +5.7% | +1.5% | +5.0% |
| 6M | +16.2% | -14.5% | +30.7% | +20.2% |
| YTD | +37.5% | -0.9% | +38.4% | +36.0% |
| 1Y | +53.2% | -13.5% | +66.7% | +57.4% |
| 3Y | +68.2% | +25.0% | +43.3% | +48.4% |
| 5Y | +65.2% | +22.7% | +42.5% | +43.3% |
| All | +119.0% | +221.1% | -102.1% | +36.2% |
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