+72.2%
CSX vs TXG
+17.1%
+55.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | -3.4% | +1.8% | -5.2% | -3.5% |
| 30D | -3.1% | +32.0% | -35.1% | -5.3% |
| 3M | +7.2% | +87.0% | -79.8% | +1.4% |
| 6M | +16.2% | +180.1% | -163.9% | +5.7% |
| YTD | +37.5% | +284.1% | -246.6% | +21.1% |
| 1Y | +53.2% | +361.7% | -308.4% | +31.4% |
| All | +72.2% | +17.1% | +55.1% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling