+427.3%
CSX vs TAP
-49.3%
+476.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -1.9% |
| 7D | -5.5% | +0.5% | -6.0% | -5.8% |
| 30D | +4.9% | +9.1% | -4.2% | +1.8% |
| 3M | -2.9% | -3.8% | +0.9% | -2.0% |
| 6M | +8.3% | -3.4% | +11.8% | +8.7% |
| YTD | +36.7% | -10.6% | +47.4% | +40.0% |
| 1Y | +41.5% | -4.4% | +45.9% | +41.3% |
| 3Y | +68.6% | -24.4% | +93.0% | +79.8% |
| 5Y | +48.4% | +2.1% | +46.4% | +39.6% |
| All | +427.3% | -49.3% | +476.6% | +363.9% |
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