+415.7%
TXN vs CSX
+481.1%
-65.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.7% |
| 7D | +2.7% | -0.6% | +3.2% | +3.0% |
| 30D | -6.7% | -3.2% | -3.5% | -5.1% |
| 3M | -8.9% | +2.6% | -11.5% | -10.6% |
| 6M | +34.7% | +19.8% | +14.9% | +22.1% |
| YTD | +53.3% | +34.7% | +18.7% | +30.4% |
| 1Y | +45.0% | +52.1% | -7.1% | +15.4% |
| 3Y | +73.1% | +68.4% | +4.7% | +29.4% |
| 5Y | +59.9% | +65.1% | -5.2% | +19.5% |
| 10Y | +415.7% | +496.7% | -81.0% | +173.9% |
| All | +415.7% | +481.1% | -65.4% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling