+78.3%
CSX vs TXG
+65.2%
+13.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.6% |
| 7D | +6.0% | -1.8% | +7.8% | +6.1% |
| 30D | +7.8% | -20.4% | +28.2% | +9.1% |
| 3M | +4.1% | +0.1% | +4.0% | +3.0% |
| 6M | +17.9% | +176.2% | -158.3% | +6.6% |
| YTD | +44.9% | +256.8% | -211.9% | +27.0% |
| 1Y | +51.1% | +255.9% | -204.8% | +32.2% |
| 3Y | +78.3% | +60.2% | +18.1% | +54.4% |
| All | +78.3% | +65.2% | +13.1% | +54.4% |
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