+58.0%
TXN vs CSX
+66.7%
-8.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | +2.2% | +0.6% | +1.6% | +1.8% |
| 30D | -9.5% | -2.3% | -7.2% | -8.2% |
| 3M | -10.5% | +4.3% | -14.8% | -13.5% |
| 6M | +35.4% | +23.4% | +12.0% | +18.2% |
| YTD | +51.8% | +36.4% | +15.3% | +24.3% |
| 1Y | +42.9% | +53.0% | -10.1% | +8.8% |
| 3Y | +71.3% | +70.6% | +0.7% | +18.8% |
| 5Y | +58.0% | +65.5% | -7.5% | +10.0% |
| All | +58.0% | +66.7% | -8.7% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling