+9,772.3%
CSX vs TXT
+2,070.1%
+7,702.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -3.4% | -4.8% | +1.4% | -1.5% |
| 30D | -3.1% | -10.6% | +7.5% | +1.1% |
| 3M | +7.2% | -13.2% | +20.3% | +12.8% |
| 6M | +16.2% | -20.3% | +36.5% | +26.1% |
| YTD | +37.5% | -9.3% | +46.8% | +41.6% |
| 1Y | +53.2% | -2.7% | +55.9% | +53.3% |
| 3Y | +68.2% | +1.4% | +66.9% | +63.3% |
| 5Y | +65.2% | +9.6% | +55.7% | +53.2% |
| 10Y | +504.1% | +94.9% | +409.2% | +325.5% |
| All | +9,772.3% | +2,070.1% | +7,702.2% | +2,396.0% |
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