+58.3%
CSX vs TCOM
+40.6%
+17.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | +6.0% | -1.8% | +7.7% | +6.1% |
| 30D | +7.8% | +12.1% | -4.3% | +7.0% |
| 3M | +4.1% | -3.2% | +7.3% | +4.2% |
| 6M | +17.9% | -16.6% | +34.6% | +19.1% |
| YTD | +44.9% | -39.4% | +84.3% | +49.2% |
| 1Y | +51.1% | -41.5% | +92.7% | +56.0% |
| 3Y | +78.3% | +24.4% | +53.9% | +71.0% |
| All | +58.3% | +40.6% | +17.7% | +47.1% |
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