+409.0%
CSX vs TAP
-48.8%
+457.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.7% | -4.5% | +5.2% | +2.3% |
| 30D | +8.1% | +7.5% | +0.6% | +5.4% |
| 3M | +2.2% | -4.9% | +7.1% | +3.5% |
| 6M | +14.6% | -3.5% | +18.1% | +15.0% |
| YTD | +42.2% | -11.4% | +53.6% | +46.0% |
| 1Y | +47.3% | -10.8% | +58.1% | +50.7% |
| 3Y | +73.5% | -24.5% | +98.0% | +85.2% |
| 5Y | +54.1% | +2.5% | +51.7% | +44.5% |
| 10Y | +409.0% | -47.6% | +456.6% | +376.1% |
| All | +409.0% | -48.8% | +457.8% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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