+53.0%
CSX vs TCOM
-44.5%
+97.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.9% |
| 7D | +0.6% | -7.6% | +8.2% | +0.5% |
| 30D | -2.3% | -12.2% | +10.0% | -2.5% |
| 3M | +4.3% | -14.2% | +18.5% | +4.0% |
| 6M | +23.4% | -25.0% | +48.4% | +22.8% |
| YTD | +36.4% | -43.7% | +80.1% | +34.7% |
| 1Y | +53.0% | -44.5% | +97.6% | +51.9% |
| All | +53.0% | -44.5% | +97.6% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling