+427.3%
CSX vs TD
+302.2%
+125.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.0% |
| 7D | -5.5% | -1.7% | -3.8% | -4.5% |
| 30D | +4.9% | +8.2% | -3.3% | -0.3% |
| 3M | -2.9% | +1.7% | -4.6% | -4.3% |
| 6M | +8.3% | +14.2% | -5.9% | -1.6% |
| YTD | +36.7% | +32.8% | +4.0% | +12.2% |
| 1Y | +41.5% | +55.5% | -14.0% | +4.4% |
| 3Y | +68.6% | +129.6% | -61.0% | -6.4% |
| 5Y | +48.4% | +102.2% | -53.8% | -11.6% |
| All | +427.3% | +302.2% | +125.1% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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