+2,950.8%
CSX vs TD
+7,879.0%
-4,928.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.6% |
| 7D | -3.4% | +0.3% | -3.7% | -3.6% |
| 30D | -3.1% | +0.4% | -3.5% | -3.4% |
| 3M | +7.2% | +7.6% | -0.5% | +2.7% |
| 6M | +16.2% | +25.0% | -8.8% | +2.8% |
| YTD | +37.5% | +31.0% | +6.5% | +18.7% |
| 1Y | +53.2% | +65.2% | -12.0% | +16.9% |
| 3Y | +68.2% | +122.5% | -54.3% | +8.2% |
| 5Y | +65.2% | +124.8% | -59.6% | +4.7% |
| 10Y | +504.1% | +298.2% | +205.9% | +185.6% |
| All | +2,950.8% | +7,879.0% | -4,928.3% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling