+10,056.0%
CSX vs TXT
+2,239.7%
+7,816.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | -2.7% | -2.5% | -0.1% | -1.8% |
| 30D | +7.0% | +12.8% | -5.8% | +1.7% |
| 3M | -0.3% | -3.6% | +3.3% | +0.6% |
| 6M | +13.5% | -6.9% | +20.5% | +15.7% |
| YTD | +41.5% | -2.2% | +43.7% | +40.8% |
| 1Y | +45.8% | +6.3% | +39.5% | +40.4% |
| 3Y | +74.4% | +10.3% | +64.1% | +63.2% |
| 5Y | +53.6% | +10.6% | +43.0% | +41.5% |
| 10Y | +465.6% | +121.0% | +344.6% | +278.7% |
| All | +10,056.0% | +2,239.7% | +7,816.3% | +2,382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling