+10,056.0%
CSX vs TAP
+864.5%
+9,191.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -2.7% | +7.7% | -10.4% | -4.3% |
| 30D | +7.0% | +14.4% | -7.4% | +4.0% |
| 3M | -0.3% | +2.0% | -2.3% | -0.9% |
| 6M | +13.5% | +2.5% | +11.1% | +12.4% |
| YTD | +41.5% | -6.4% | +47.9% | +42.4% |
| 1Y | +45.8% | -2.3% | +48.1% | +45.2% |
| 3Y | +74.4% | -20.3% | +94.7% | +79.9% |
| 5Y | +53.6% | +6.9% | +46.7% | +48.2% |
| 10Y | +465.6% | -46.3% | +511.9% | +498.2% |
| All | +10,056.0% | +864.5% | +9,191.5% | +6,780.8% |
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