+52.0%
CSX vs TXT
+13.0%
+39.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +1.8% |
| 7D | -2.2% | -3.5% | +1.3% | -0.7% |
| 30D | +6.8% | +15.2% | -8.4% | +0.3% |
| 3M | +0.7% | -4.5% | +5.2% | +2.3% |
| 6M | +13.3% | -6.1% | +19.4% | +15.4% |
| YTD | +40.5% | -2.0% | +42.5% | +39.6% |
| 1Y | +44.7% | +4.2% | +40.5% | +39.7% |
| 3Y | +74.5% | +14.4% | +60.1% | +56.9% |
| 5Y | +52.0% | +12.3% | +39.7% | +35.2% |
| All | +52.0% | +13.0% | +39.0% | +35.2% |
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