+125.5%
CSX vs TXG
+21.5%
+104.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.3% |
| 7D | +0.6% | +9.4% | -8.8% | -0.3% |
| 30D | -2.3% | +26.1% | -28.3% | -4.7% |
| 3M | +4.3% | +124.8% | -120.5% | -4.7% |
| 6M | +23.4% | +215.2% | -191.9% | +7.9% |
| YTD | +36.4% | +302.2% | -265.8% | +15.7% |
| 1Y | +53.0% | +370.9% | -317.9% | +26.3% |
| 3Y | +70.6% | +38.5% | +32.1% | +54.4% |
| 5Y | +65.5% | -64.4% | +129.8% | +64.5% |
| All | +125.5% | +21.5% | +104.0% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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