+490.1%
CSX vs TCOM
-9.6%
+499.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -3.4% | -9.5% | +6.1% | -2.0% |
| 30D | -3.1% | -10.7% | +7.6% | -1.6% |
| 3M | +7.2% | -14.6% | +21.8% | +9.2% |
| 6M | +16.2% | -19.3% | +35.5% | +19.2% |
| YTD | +37.5% | -42.9% | +80.5% | +47.7% |
| 1Y | +53.2% | -43.8% | +97.0% | +64.7% |
| 3Y | +68.2% | +2.1% | +66.1% | +59.2% |
| 5Y | +65.2% | +31.2% | +34.0% | +41.7% |
| All | +490.1% | -9.6% | +499.7% | +402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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