+48.2%
CSX vs TCOM
+44.6%
+3.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.4% |
| 7D | -5.5% | +12.1% | -17.6% | -6.2% |
| 30D | +4.9% | +16.5% | -11.6% | +3.9% |
| 3M | -2.9% | -4.0% | +1.2% | -2.6% |
| 6M | +8.3% | -18.5% | +26.9% | +9.6% |
| YTD | +36.7% | -38.3% | +75.0% | +40.6% |
| 1Y | +41.5% | -36.6% | +78.1% | +45.2% |
| 3Y | +68.6% | +31.1% | +37.5% | +61.2% |
| All | +48.2% | +44.6% | +3.6% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling