+67.8%
CSX vs TXT
+10.4%
+57.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -3.4% | -4.8% | +1.4% | -1.3% |
| 30D | -3.1% | -10.6% | +7.5% | +1.6% |
| 3M | +7.2% | -13.2% | +20.3% | +13.4% |
| 6M | +16.2% | -20.3% | +36.5% | +27.3% |
| YTD | +37.5% | -9.3% | +46.8% | +41.8% |
| 1Y | +53.2% | -2.7% | +55.9% | +52.7% |
| 3Y | +68.2% | +1.4% | +66.9% | +60.3% |
| All | +67.8% | +10.4% | +57.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling