+58.3%
CSX vs TAP
+0.6%
+57.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.6% |
| 7D | +6.0% | +1.3% | +4.7% | +5.6% |
| 30D | +7.8% | +5.7% | +2.1% | +6.0% |
| 3M | +4.1% | -1.9% | +6.0% | +4.3% |
| 6M | +17.9% | +0.9% | +17.0% | +16.8% |
| YTD | +44.9% | -9.5% | +54.4% | +47.4% |
| 1Y | +51.1% | -9.0% | +60.1% | +53.3% |
| 3Y | +78.3% | -22.2% | +100.5% | +87.5% |
| All | +58.3% | +0.6% | +57.6% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling