+132.3%
CSX vs TXG
+20.5%
+111.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.7% | -7.0% | +1.8% |
| 7D | -2.2% | +5.5% | -7.8% | -2.8% |
| 30D | +6.8% | -19.3% | +26.2% | +8.5% |
| 3M | +0.7% | +25.0% | -24.3% | -2.7% |
| 6M | +13.3% | +201.2% | -187.9% | -1.0% |
| YTD | +40.5% | +298.8% | -258.3% | +18.1% |
| 1Y | +44.7% | +326.6% | -281.9% | +20.2% |
| 3Y | +74.5% | +78.3% | -3.8% | +52.1% |
| 5Y | +52.0% | -61.3% | +113.3% | +48.4% |
| All | +132.3% | +20.5% | +111.8% | +70.9% |
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