+416.4%
CSX vs TDY
+457.2%
-40.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | -0.3% | +3.0% | -3.3% | -2.0% |
| 30D | +8.7% | +6.1% | +2.6% | +4.9% |
| 3M | +4.2% | -4.5% | +8.7% | +6.0% |
| 6M | +16.7% | +2.9% | +13.7% | +13.5% |
| YTD | +44.5% | +27.5% | +17.0% | +24.8% |
| 1Y | +50.3% | +26.5% | +23.8% | +30.3% |
| 3Y | +76.3% | +70.1% | +6.2% | +28.1% |
| 5Y | +58.1% | +46.8% | +11.3% | +22.1% |
| 10Y | +416.4% | +447.2% | -30.8% | +112.3% |
| All | +416.4% | +457.2% | -40.8% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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