+67.3%
TXN vs CSX
+48.6%
+18.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.8% |
| 7D | -7.8% | -5.5% | -2.3% | -4.5% |
| 30D | -3.6% | +4.9% | -8.5% | -6.7% |
| 3M | +0.1% | -2.9% | +3.0% | +1.5% |
| 6M | -3.2% | +8.3% | -11.6% | -9.3% |
| YTD | +63.4% | +36.7% | +26.6% | +32.7% |
| 1Y | +75.6% | +41.5% | +34.1% | +39.7% |
| 3Y | +104.0% | +68.6% | +35.4% | +41.0% |
| All | +67.3% | +48.6% | +18.7% | +19.3% |
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