+95.8%
TXN vs CSX
+51.7%
+44.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.2% |
| 7D | +12.3% | +3.1% | +9.3% | +10.1% |
| 30D | +9.1% | +9.7% | -0.6% | +2.5% |
| 3M | +13.5% | +4.9% | +8.6% | +10.1% |
| 6M | +6.9% | +18.4% | -11.4% | -9.4% |
| YTD | +84.0% | +45.9% | +38.2% | +32.9% |
| 1Y | +95.8% | +50.0% | +45.8% | +37.0% |
| All | +95.8% | +51.7% | +44.0% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling