+9,772.3%
CSX vs TAP
+825.0%
+8,947.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -3.4% | -2.3% | -1.1% | -2.9% |
| 30D | -3.1% | -2.1% | -0.9% | -2.7% |
| 3M | +7.2% | +6.6% | +0.6% | +5.5% |
| 6M | +16.2% | -11.5% | +27.7% | +18.6% |
| YTD | +37.5% | -10.3% | +47.8% | +39.8% |
| 1Y | +53.2% | -14.4% | +67.6% | +56.9% |
| 3Y | +68.2% | -28.3% | +96.5% | +77.5% |
| 5Y | +65.2% | +1.7% | +63.5% | +61.1% |
| 10Y | +504.1% | -49.2% | +553.4% | +546.6% |
| All | +9,772.3% | +825.0% | +8,947.3% | +6,655.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling