+469.9%
TXN vs CSX
+416.0%
+53.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.0% |
| 7D | -3.8% | +0.7% | -4.5% | -4.1% |
| 30D | +6.4% | +8.1% | -1.7% | +1.9% |
| 3M | +7.7% | +2.2% | +5.5% | +6.1% |
| 6M | +5.5% | +14.6% | -9.1% | -3.0% |
| YTD | +77.0% | +42.2% | +34.8% | +45.6% |
| 1Y | +91.2% | +47.3% | +43.9% | +54.4% |
| 3Y | +121.5% | +73.5% | +48.0% | +61.9% |
| 5Y | +84.9% | +54.1% | +30.8% | +41.9% |
| 10Y | +469.9% | +409.0% | +60.9% | +224.5% |
| All | +469.9% | +416.0% | +53.9% | +224.5% |
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