+126.0%
CSX vs TXG
+9.8%
+116.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.6% |
| 7D | -5.5% | -15.4% | +9.9% | -4.2% |
| 30D | +4.9% | -22.1% | +27.0% | +6.9% |
| 3M | -2.9% | +30.0% | -32.9% | -6.7% |
| 6M | +8.3% | +160.7% | -152.3% | -3.9% |
| YTD | +36.7% | +263.5% | -226.7% | +15.9% |
| 1Y | +41.5% | +356.0% | -314.5% | +16.3% |
| 3Y | +68.6% | +53.4% | +15.2% | +49.3% |
| 5Y | +48.4% | -66.7% | +115.1% | +47.2% |
| All | +126.0% | +9.8% | +116.2% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling