+20,389.3%
TXN vs CSX
+10,217.9%
+10,171.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.4% |
| 7D | -0.1% | -3.4% | +3.3% | +1.4% |
| 30D | -6.9% | -3.1% | -3.9% | -5.7% |
| 3M | -14.9% | +7.2% | -22.1% | -17.7% |
| 6M | +29.0% | +16.2% | +12.8% | +20.9% |
| YTD | +51.5% | +37.5% | +13.9% | +31.9% |
| 1Y | +41.6% | +53.2% | -11.7% | +17.5% |
| 3Y | +65.8% | +68.2% | -2.4% | +31.7% |
| 5Y | +56.8% | +65.2% | -8.4% | +24.8% |
| 10Y | +387.5% | +504.1% | -116.7% | +120.6% |
| All | +20,389.3% | +10,217.9% | +10,171.4% | +2,687.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling