+48.2%
CSX vs TXT
+7.8%
+40.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.5% |
| 7D | -5.5% | -2.5% | -3.0% | -4.5% |
| 30D | +4.9% | +14.4% | -9.5% | -1.3% |
| 3M | -2.9% | -4.9% | +2.1% | -1.2% |
| 6M | +8.3% | -10.2% | +18.6% | +12.5% |
| YTD | +36.7% | -4.1% | +40.8% | +37.1% |
| 1Y | +41.5% | +4.0% | +37.5% | +36.7% |
| 3Y | +68.6% | +8.0% | +60.7% | +55.6% |
| All | +48.2% | +7.8% | +40.4% | +32.7% |
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